+107.0%
XYL vs M
-3.0%
+110.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.5% |
| 7D | +0.6% | +5.0% | -4.4% | -0.4% |
| 30D | -5.7% | +10.6% | -16.3% | -7.5% |
| 3M | -19.8% | +1.6% | -21.4% | -20.3% |
| 6M | -14.2% | +30.8% | -45.0% | -18.9% |
| YTD | -28.1% | +16.9% | -45.0% | -30.9% |
| 1Y | -35.0% | +26.3% | -61.3% | -38.5% |
| 3Y | +2.1% | +158.6% | -156.5% | -18.8% |
| 5Y | -22.1% | +2.1% | -24.2% | -29.8% |
| 10Y | +107.0% | -4.3% | +111.3% | +44.1% |
| All | +107.0% | -3.0% | +110.0% | +44.1% |
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