+142.8%
XYL vs MDY
+177.2%
-34.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | +1.2% | -1.9% | +3.1% | +2.9% |
| 30D | -11.9% | -4.6% | -7.3% | -8.0% |
| 3M | -1.5% | -1.2% | -0.3% | -0.4% |
| 6M | -11.9% | +9.2% | -21.1% | -18.9% |
| YTD | -20.6% | +13.1% | -33.6% | -29.1% |
| 1Y | -23.5% | +13.0% | -36.5% | -31.9% |
| 3Y | +14.9% | +49.2% | -34.4% | -22.0% |
| 5Y | -15.3% | +47.2% | -62.5% | -41.9% |
| All | +142.8% | +177.2% | -34.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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