-23.4%
XYL vs MTB
+61.4%
-84.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -8.3% | +0.8% | -9.1% | -8.5% |
| 3M | -22.6% | -12.8% | -9.8% | -18.6% |
| 6M | -15.0% | +6.7% | -21.7% | -17.0% |
| YTD | -30.2% | +11.3% | -41.5% | -32.8% |
| 1Y | -36.4% | +20.2% | -56.5% | -40.5% |
| 3Y | -0.9% | +103.8% | -104.6% | -23.9% |
| 5Y | -23.4% | +60.9% | -84.2% | -36.3% |
| All | -23.4% | +61.4% | -84.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling