+99.4%
XYL vs M
-7.1%
+106.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | -3.7% | +7.0% | -10.8% | -4.9% |
| 30D | -8.3% | +8.9% | -17.2% | -9.9% |
| 3M | -21.4% | +4.5% | -25.9% | -22.3% |
| 6M | -12.9% | +36.2% | -49.1% | -18.3% |
| YTD | -30.1% | +15.1% | -45.2% | -32.6% |
| 1Y | -35.2% | +27.4% | -62.6% | -38.7% |
| 3Y | -0.8% | +160.1% | -160.9% | -21.2% |
| 5Y | -23.2% | -1.6% | -21.7% | -30.4% |
| All | +99.4% | -7.1% | +106.5% | +39.0% |
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