+297.0%
MXL vs XYL
-30.7%
+327.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.0% | -16.1% | -8.8% |
| 7D | -24.3% | +14.5% | -38.9% | -19.4% |
| 30D | -46.1% | -1.3% | -44.8% | -45.5% |
| 3M | -21.8% | -17.0% | -4.9% | -23.4% |
| 6M | -27.2% | -11.3% | -15.9% | -29.8% |
| YTD | +226.2% | -25.0% | +251.1% | +223.3% |
| 1Y | +297.0% | -31.5% | +328.5% | +383.5% |
| All | +297.0% | -30.7% | +327.7% | +383.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling