-29.7%
MOD vs XYL
-36.1%
+6.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.7% |
| 7D | +8.2% | -5.9% | +14.1% | +9.1% |
| 30D | -38.2% | -7.3% | -30.9% | -38.1% |
| 3M | -46.2% | -22.5% | -23.7% | -39.1% |
| 6M | -62.5% | -14.4% | -48.1% | -62.1% |
| YTD | -20.1% | -29.4% | +9.3% | -8.4% |
| 1Y | -29.7% | -35.6% | +5.9% | -5.8% |
| All | -29.7% | -36.1% | +6.4% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling