-14.5%
XYL vs MTB
+103.4%
-117.9%
-45.7%
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% | -1.0% |
| 7D | +0.8% | +1.1% | -0.2% | +0.5% |
| 30D | -10.8% | -4.6% | -6.2% | -9.4% |
| 3M | -2.5% | +6.3% | -8.8% | -4.6% |
| 6M | -12.2% | +15.6% | -27.8% | -16.5% |
| YTD | -20.1% | +20.6% | -40.6% | -25.1% |
| 1Y | -20.6% | +22.5% | -43.2% | -26.2% |
| 3Y | +17.3% | +114.4% | -97.1% | -10.2% |
| 5Y | -14.5% | +101.9% | -116.4% | -31.0% |
| All | -14.5% | +103.4% | -117.9% | -31.0% |
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 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