+206.1%
MXL vs XYL
+15.2%
+190.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | +16.6% | -1.2% | +17.9% | +17.4% |
| 30D | +0.5% | -13.2% | +13.6% | +8.5% |
| 3M | -3.6% | -0.2% | -3.5% | -7.3% |
| 6M | +328.0% | -12.5% | +340.5% | +344.3% |
| YTD | +297.8% | -20.9% | +318.7% | +347.3% |
| 1Y | +339.4% | -21.6% | +361.0% | +400.1% |
| All | +206.1% | +15.2% | +190.9% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling