+437.1%
XYL vs MKTX
+600.4%
-163.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -13.2% | +0.8% | -14.0% | -13.3% |
| 3M | -0.2% | +41.1% | -41.3% | -7.3% |
| 6M | -12.5% | -9.5% | -2.9% | -11.5% |
| YTD | -20.9% | -8.7% | -12.2% | -20.3% |
| 1Y | -21.6% | -10.0% | -11.6% | -20.9% |
| 3Y | +16.1% | -24.6% | +40.8% | +18.4% |
| 5Y | -15.6% | -60.3% | +44.7% | -3.3% |
| 10Y | +147.7% | +5.0% | +142.6% | +113.6% |
| All | +437.1% | +600.4% | -163.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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