+1,094.3%
MTZ vs XYL
+449.8%
+644.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.2% | +3.5% |
| 7D | -1.6% | -5.0% | +3.5% | +1.9% |
| 30D | -11.1% | -13.2% | +2.1% | -2.1% |
| 3M | -36.7% | -3.7% | -33.0% | -36.1% |
| 6M | -21.9% | -17.7% | -4.3% | -12.1% |
| YTD | +9.1% | -21.5% | +30.6% | +26.1% |
| 1Y | +30.0% | -24.5% | +54.5% | +54.9% |
| 3Y | +138.5% | +6.9% | +131.5% | +119.4% |
| 5Y | +158.3% | -18.1% | +176.4% | +179.5% |
| 10Y | +700.8% | +134.7% | +566.1% | +297.7% |
| All | +1,094.3% | +449.8% | +644.5% | +229.4% |
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