-17.1%
XYL vs M
+27.3%
-44.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | -5.0% | +4.7% | -9.8% | -5.8% |
| 30D | -13.2% | -9.6% | -3.6% | -11.7% |
| 3M | -3.7% | +0.9% | -4.6% | -4.2% |
| 6M | -17.7% | +22.3% | -40.0% | -21.0% |
| YTD | -21.5% | +6.5% | -28.0% | -23.0% |
| 1Y | -24.5% | +38.8% | -63.3% | -29.5% |
| 3Y | +6.9% | +115.9% | -109.0% | -11.9% |
| All | -17.1% | +27.3% | -44.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling