+966.8%
MOD vs XYL
+129.6%
+837.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +8.8% |
| 7D | -13.9% | +2.1% | -16.0% | -16.3% |
| 30D | -41.5% | -3.4% | -38.2% | -42.6% |
| 3M | -45.7% | -17.2% | -28.5% | -39.8% |
| 6M | -61.1% | -12.0% | -49.1% | -59.4% |
| YTD | -20.5% | -26.3% | +5.8% | -3.8% |
| 1Y | -32.1% | -33.5% | +1.4% | -10.0% |
| 3Y | +146.5% | +6.4% | +140.1% | +131.4% |
| 5Y | +812.7% | -20.9% | +833.6% | +948.3% |
| 10Y | +966.8% | +120.8% | +846.0% | +493.5% |
| All | +966.8% | +129.6% | +837.2% | +493.5% |
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