+1,535.8%
MOD vs XYL
+135.4%
+1,400.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +6.0% |
| 7D | +9.6% | -5.0% | +14.6% | +14.2% |
| 30D | 0.0% | -13.2% | +13.2% | +12.4% |
| 3M | -35.4% | -3.7% | -31.7% | -34.4% |
| 6M | -7.3% | -17.7% | +10.4% | +8.2% |
| YTD | +45.8% | -21.5% | +67.3% | +76.2% |
| 1Y | +43.1% | -24.5% | +67.6% | +79.3% |
| 3Y | +297.7% | +6.9% | +290.7% | +290.5% |
| 5Y | +1,478.8% | -18.1% | +1,496.8% | +1,743.5% |
| All | +1,535.8% | +135.4% | +1,400.4% | +753.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling