-14.4%
MDB vs XYL
+4.1%
-18.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.5% |
| 7D | -11.4% | +5.9% | -17.2% | -13.6% |
| 30D | -13.8% | -3.9% | -9.9% | -13.6% |
| 3M | -15.5% | -18.7% | +3.2% | -8.0% |
| 6M | +17.9% | -16.9% | +34.8% | +26.2% |
| YTD | -25.5% | -27.4% | +1.9% | -14.5% |
| 1Y | -12.1% | -34.0% | +21.9% | +8.2% |
| All | -14.4% | +4.1% | -18.4% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling