+374.7%
XYL vs MTB
+347.3%
+27.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | +1.5% | -5.3% | -4.4% |
| 30D | -8.3% | +2.3% | -10.7% | -9.2% |
| 3M | -21.4% | -12.1% | -9.3% | -16.9% |
| 6M | -12.9% | +9.8% | -22.7% | -16.4% |
| YTD | -30.1% | +12.0% | -42.1% | -33.5% |
| 1Y | -35.2% | +22.0% | -57.2% | -40.6% |
| 3Y | -0.8% | +107.6% | -108.4% | -29.6% |
| 5Y | -23.2% | +61.9% | -85.1% | -41.4% |
| 10Y | +101.2% | +116.3% | -15.1% | +21.1% |
| All | +374.7% | +347.3% | +27.4% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling