+1,065.8%
MDB vs XYL
+87.1%
+978.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | -2.8% | -1.2% | -1.5% | -2.1% |
| 30D | -14.9% | -13.2% | -1.7% | -7.5% |
| 3M | +7.3% | -0.2% | +7.5% | +6.5% |
| 6M | +38.2% | -12.5% | +50.7% | +46.9% |
| YTD | -10.9% | -20.9% | +10.0% | +0.3% |
| 1Y | +11.6% | -21.6% | +33.2% | +26.0% |
| 3Y | -0.9% | +16.1% | -17.0% | -13.4% |
| 5Y | -23.5% | -15.6% | -7.9% | -22.6% |
| All | +1,065.8% | +87.1% | +978.7% | +661.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling