+448.5%
XYL vs MDY
+444.6%
+3.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.6% |
| 7D | +1.8% | +1.0% | +0.8% | +0.8% |
| 30D | -9.2% | -3.1% | -6.1% | -6.5% |
| 3M | -0.3% | +1.8% | -2.1% | -1.9% |
| 6M | -11.0% | +10.8% | -21.8% | -19.1% |
| YTD | -19.2% | +14.4% | -33.6% | -28.7% |
| 1Y | -21.2% | +15.2% | -36.4% | -31.0% |
| 3Y | +18.6% | +51.2% | -32.6% | -20.2% |
| 5Y | -14.3% | +47.2% | -61.6% | -41.0% |
| 10Y | +141.0% | +171.1% | -30.1% | -6.5% |
| All | +448.5% | +444.6% | +3.9% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling