-31.5%
XYL vs M
+36.6%
-68.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.6% | -2.7% | +3.6% |
| 7D | +14.5% | +8.3% | +6.3% | +12.9% |
| 30D | -1.3% | +14.2% | -15.5% | -3.6% |
| 3M | -17.0% | -1.1% | -15.9% | -16.9% |
| 6M | -11.3% | +36.6% | -47.9% | -17.3% |
| YTD | -25.0% | +19.8% | -44.8% | -28.5% |
| 1Y | -31.5% | +37.2% | -68.7% | -36.2% |
| All | -31.5% | +36.6% | -68.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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