+137.1%
MOD vs XYL
+5.2%
+131.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +7.4% |
| 7D | -25.5% | +5.9% | -31.4% | -30.1% |
| 30D | -49.0% | -3.9% | -45.1% | -50.1% |
| 3M | -49.8% | -18.7% | -31.1% | -41.6% |
| 6M | -64.8% | -16.9% | -47.9% | -60.9% |
| YTD | -27.6% | -27.4% | -0.3% | -6.5% |
| 1Y | -35.2% | -34.0% | -1.2% | -4.5% |
| 3Y | +137.1% | +5.6% | +131.5% | +116.8% |
| All | +137.1% | +5.2% | +131.9% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling