+432.8%
XYL vs MTB
+385.2%
+47.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -5.0% | +1.7% | -6.8% | -5.8% |
| 30D | -13.2% | -4.2% | -9.0% | -11.6% |
| 3M | -3.7% | +8.9% | -12.6% | -7.2% |
| 6M | -17.7% | +10.9% | -28.6% | -21.3% |
| YTD | -21.5% | +21.5% | -43.0% | -27.9% |
| 1Y | -24.5% | +21.9% | -46.4% | -30.9% |
| 3Y | +6.9% | +109.2% | -102.3% | -24.6% |
| 5Y | -18.1% | +102.0% | -120.0% | -43.9% |
| 10Y | +134.7% | +171.9% | -37.2% | +26.5% |
| All | +432.8% | +385.2% | +47.5% | +122.2% |
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