+141.9%
XYL vs MTB
+172.9%
-31.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -13.2% | -4.6% | -8.6% | -11.5% |
| 3M | -0.2% | +7.4% | -7.6% | -3.1% |
| 6M | -12.5% | +18.7% | -31.2% | -18.6% |
| YTD | -20.9% | +21.1% | -42.0% | -27.1% |
| 1Y | -21.6% | +24.1% | -45.6% | -28.6% |
| 3Y | +16.1% | +115.3% | -99.2% | -18.1% |
| 5Y | -15.6% | +106.0% | -121.6% | -41.9% |
| All | +141.9% | +172.9% | -31.0% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling