+942.1%
MDB vs XYL
+65.4%
+876.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.8% | -3.7% | +10.6% | +9.1% |
| 30D | -6.2% | -8.3% | +2.1% | -3.4% |
| 3M | -29.2% | -21.4% | -7.8% | -20.1% |
| 6M | +10.3% | -12.9% | +23.2% | +15.8% |
| YTD | -20.4% | -30.1% | +9.7% | -5.6% |
| 1Y | -4.8% | -35.2% | +30.3% | +18.3% |
| 3Y | -11.6% | -0.8% | -10.8% | -17.1% |
| 5Y | -41.0% | -23.2% | -17.8% | -37.9% |
| All | +942.1% | +65.4% | +876.7% | +616.6% |
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