+348.6%
MXL vs XYL
-9.8%
+358.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +6.8% |
| 7D | +19.0% | +0.8% | +18.1% | +19.6% |
| 30D | +4.5% | -10.8% | +15.3% | -5.4% |
| 3M | -1.5% | -2.5% | +1.0% | -6.8% |
| 6M | +348.6% | -12.2% | +360.8% | +302.7% |
| All | +348.6% | -9.8% | +358.5% | +302.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling