+99.4%
XYL vs MTB
+115.1%
-15.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | +1.5% | -5.3% | -4.3% |
| 30D | -8.3% | +2.3% | -10.7% | -9.2% |
| 3M | -21.4% | -12.1% | -9.3% | -17.1% |
| 6M | -12.9% | +9.8% | -22.7% | -16.3% |
| YTD | -30.1% | +12.0% | -42.1% | -33.4% |
| 1Y | -35.2% | +22.0% | -57.2% | -40.4% |
| 3Y | -0.8% | +107.6% | -108.4% | -28.7% |
| 5Y | -23.2% | +61.9% | -85.1% | -40.7% |
| All | +99.4% | +115.1% | -15.7% | +29.8% |
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