-59.8%
MTZ vs XYL
-16.5%
-43.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +9.0% |
| 7D | -6.4% | +5.9% | -12.3% | -5.6% |
| 30D | -22.1% | -3.9% | -18.1% | -22.7% |
| 3M | -32.7% | -18.7% | -14.0% | -35.2% |
| 6M | -59.8% | -16.9% | -43.0% | -63.0% |
| All | -59.8% | -16.5% | -43.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling