-32.7%
XYL vs MTB
+25.0%
-57.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.3% |
| 7D | +10.2% | -1.9% | +12.2% | +11.5% |
| 30D | -4.3% | +0.5% | -4.8% | -4.5% |
| 3M | -17.8% | -12.2% | -5.6% | -11.6% |
| 6M | -13.4% | +3.4% | -16.7% | -15.2% |
| YTD | -25.7% | +11.3% | -37.0% | -30.4% |
| 1Y | -32.7% | +23.3% | -56.0% | -39.6% |
| All | -32.7% | +25.0% | -57.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling