+303.5%
MXL vs XYL
-23.4%
+326.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.6% | +5.3% |
| 7D | +1.6% | -5.0% | +6.7% | +1.1% |
| 30D | -7.0% | -13.2% | +6.2% | -8.5% |
| 3M | -33.4% | -3.7% | -29.7% | -36.3% |
| 6M | +260.2% | -17.7% | +277.9% | +265.1% |
| YTD | +260.0% | -21.5% | +281.5% | +265.1% |
| 1Y | +303.5% | -24.5% | +328.0% | +336.1% |
| All | +303.5% | -23.4% | +326.9% | +336.1% |
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