+1,008.3%
MXL vs XYL
+466.0%
+542.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +3.0% | +4.0% |
| 7D | +15.5% | +1.8% | +13.7% | +14.0% |
| 30D | -11.3% | -9.2% | -2.1% | -5.4% |
| 3M | -16.1% | -0.3% | -15.8% | -18.1% |
| 6M | +323.0% | -11.0% | +334.0% | +340.8% |
| YTD | +281.5% | -19.2% | +300.7% | +324.9% |
| 1Y | +319.3% | -21.2% | +340.5% | +376.9% |
| 3Y | +189.4% | +18.6% | +170.8% | +144.8% |
| 5Y | +26.0% | -14.3% | +40.3% | +32.4% |
| 10Y | +243.5% | +141.0% | +102.5% | +93.2% |
| All | +1,008.3% | +466.0% | +542.3% | +298.8% |
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