-24.5%
MDB vs XYL
-14.7%
-9.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -5.8% |
| 7D | -18.0% | +1.8% | -19.8% | -19.2% |
| 30D | -10.7% | -9.2% | -1.5% | -3.7% |
| 3M | +1.0% | -0.3% | +1.2% | -0.4% |
| 6M | +31.6% | -11.0% | +42.6% | +40.7% |
| YTD | -15.2% | -19.2% | +4.0% | -2.3% |
| 1Y | +10.1% | -21.2% | +31.3% | +29.1% |
| 3Y | -5.6% | +18.6% | -24.2% | -29.8% |
| 5Y | -24.5% | -14.3% | -10.2% | -24.2% |
| All | -24.5% | -14.7% | -9.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling