+448.5%
XYL vs MKC
+195.6%
+252.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | -4.3% | +6.1% | +3.3% |
| 30D | -9.2% | -2.0% | -7.2% | -8.7% |
| 3M | -0.3% | +10.0% | -10.3% | -3.8% |
| 6M | -11.0% | -18.5% | +7.6% | -5.3% |
| YTD | -19.2% | -22.4% | +3.2% | -13.1% |
| 1Y | -21.2% | -23.6% | +2.4% | -15.1% |
| 3Y | +18.6% | -30.4% | +49.0% | +30.4% |
| 5Y | -14.3% | -34.2% | +19.9% | -5.3% |
| 10Y | +141.0% | +26.8% | +114.2% | +95.7% |
| All | +448.5% | +195.6% | +252.9% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling