-35.5%
MOD vs XYL
-35.2%
-0.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.5% |
| 7D | -17.8% | +0.6% | -18.4% | -18.0% |
| 30D | -43.2% | -5.7% | -37.5% | -43.3% |
| 3M | -46.0% | -19.8% | -26.3% | -39.7% |
| 6M | -62.2% | -14.2% | -48.1% | -61.3% |
| YTD | -22.8% | -28.1% | +5.3% | -11.8% |
| 1Y | -35.5% | -35.0% | -0.5% | -14.5% |
| All | -35.5% | -35.2% | -0.3% | -14.5% |
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 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