+393.1%
XYL vs M
+43.1%
+350.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.4% |
| 7D | +5.9% | -4.3% | +10.1% | +6.7% |
| 30D | -3.9% | +1.3% | -5.2% | -4.2% |
| 3M | -18.7% | -7.4% | -11.3% | -17.8% |
| 6M | -16.9% | +18.3% | -35.2% | -20.1% |
| YTD | -27.4% | +7.6% | -34.9% | -29.1% |
| 1Y | -34.0% | +17.4% | -51.4% | -36.8% |
| 3Y | +5.6% | +108.4% | -102.8% | -13.2% |
| 5Y | -20.6% | -10.6% | -9.9% | -26.9% |
| 10Y | +133.4% | -3.2% | +136.6% | +73.1% |
| All | +393.1% | +43.1% | +350.0% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling