+400.3%
XYL vs MTB
+350.6%
+49.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.5% |
| 7D | +2.1% | -0.8% | +2.8% | +2.4% |
| 30D | -3.4% | +2.4% | -5.8% | -4.3% |
| 3M | -17.2% | -10.5% | -6.7% | -13.2% |
| 6M | -12.0% | +6.4% | -18.5% | -14.4% |
| YTD | -26.3% | +12.8% | -39.1% | -30.1% |
| 1Y | -33.5% | +23.3% | -56.8% | -39.4% |
| 3Y | +6.4% | +108.2% | -101.8% | -24.6% |
| 5Y | -20.9% | +68.6% | -89.5% | -40.8% |
| 10Y | +120.8% | +125.3% | -4.4% | +30.3% |
| All | +400.3% | +350.6% | +49.8% | +115.4% |
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