-0.8%
XYL vs MKC
-21.4%
+20.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -3.7% | -3.0% | -0.8% | -3.2% |
| 30D | -8.3% | +4.8% | -13.2% | -8.8% |
| 3M | -21.4% | -12.8% | -8.6% | -20.0% |
| 6M | -12.9% | +5.0% | -18.0% | -13.5% |
| YTD | -30.1% | -29.1% | -1.0% | -26.6% |
| 1Y | -35.2% | -26.4% | -8.8% | -32.6% |
| 3Y | -0.8% | -21.6% | +20.9% | +1.7% |
| All | -0.8% | -21.4% | +20.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling