+152.9%
XYL vs M
-3.0%
+156.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.4% |
| 7D | +1.8% | +2.4% | -0.6% | +1.3% |
| 30D | -9.2% | -11.6% | +2.4% | -7.2% |
| 3M | -0.3% | +1.6% | -1.9% | -0.9% |
| 6M | -11.0% | +25.2% | -36.2% | -15.0% |
| YTD | -19.2% | +3.8% | -23.0% | -20.4% |
| 1Y | -21.2% | +36.3% | -57.5% | -26.4% |
| 3Y | +18.6% | +116.3% | -97.7% | -2.5% |
| 5Y | -14.3% | +28.2% | -42.5% | -26.3% |
| All | +152.9% | -3.0% | +156.0% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling