+776.6%
MTZ vs XYL
+408.9%
+367.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +11.0% |
| 7D | -6.4% | +5.9% | -12.3% | -10.8% |
| 30D | -22.1% | -3.9% | -18.1% | -22.2% |
| 3M | -32.7% | -18.7% | -14.0% | -24.7% |
| 6M | -59.8% | -16.9% | -43.0% | -56.4% |
| YTD | -19.9% | -27.4% | +7.5% | -5.2% |
| 1Y | -11.5% | -34.0% | +22.5% | +12.4% |
| 3Y | +258.1% | +5.6% | +252.5% | +222.4% |
| 5Y | +85.5% | -20.6% | +106.1% | +99.2% |
| 10Y | +492.2% | +133.4% | +358.8% | +187.0% |
| All | +776.6% | +408.9% | +367.8% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling