-31.5%
XYL vs MKC
-18.2%
-13.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.4% | -0.5% | +4.4% |
| 7D | +14.5% | +9.6% | +4.9% | +13.6% |
| 30D | -1.3% | +12.0% | -13.4% | -2.0% |
| 3M | -17.0% | -2.0% | -15.0% | -17.5% |
| 6M | -11.3% | +7.2% | -18.5% | -11.4% |
| YTD | -25.0% | -23.7% | -1.2% | -27.1% |
| 1Y | -31.5% | -18.3% | -13.2% | -34.0% |
| All | -31.5% | -18.2% | -13.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling