+37.0%
MDT vs XYL
+150.5%
-113.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | +0.2% | -11.9% | +12.2% | +5.1% |
| 3M | +14.3% | -1.5% | +15.8% | +14.6% |
| 6M | +4.0% | -11.9% | +15.9% | +8.7% |
| YTD | -3.7% | -20.6% | +16.9% | +4.3% |
| 1Y | -0.4% | -23.5% | +23.2% | +9.3% |
| 3Y | +23.3% | +14.9% | +8.5% | +11.6% |
| 5Y | -18.9% | -15.3% | -3.6% | -18.0% |
| All | +37.0% | +150.5% | -113.5% | -7.1% |
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