+839.8%
MOD vs XYL
+104.0%
+735.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.9% |
| 7D | +8.2% | -5.9% | +14.1% | +13.3% |
| 30D | -38.2% | -7.3% | -30.9% | -37.4% |
| 3M | -46.2% | -22.5% | -23.7% | -37.1% |
| 6M | -62.5% | -14.4% | -48.1% | -60.1% |
| YTD | -20.1% | -29.4% | +9.3% | -0.2% |
| 1Y | -29.7% | -35.6% | +5.9% | -4.6% |
| 3Y | +136.2% | +0.3% | +135.9% | +131.9% |
| 5Y | +820.4% | -22.3% | +842.7% | +969.8% |
| 10Y | +839.8% | +103.2% | +736.6% | +483.4% |
| All | +839.8% | +104.0% | +735.9% | +483.4% |
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