+2.7%
MDT vs XYL
-23.3%
+26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | -3.7% | +4.8% | +2.1% |
| 30D | +9.2% | -8.3% | +17.5% | +11.4% |
| 3M | +14.5% | -21.4% | +35.9% | +22.1% |
| 6M | +37.3% | -12.9% | +50.2% | +41.9% |
| YTD | +9.8% | -30.1% | +39.9% | +20.3% |
| 1Y | +10.5% | -35.2% | +45.7% | +23.9% |
| 3Y | +57.4% | -0.8% | +58.2% | +50.3% |
| All | +2.7% | -23.3% | +26.0% | +7.8% |
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