+702.4%
MOD vs XYL
+420.4%
+281.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.5% |
| 7D | -34.2% | +10.2% | -44.4% | -39.8% |
| 30D | -51.9% | -4.3% | -47.6% | -52.3% |
| 3M | -53.0% | -17.8% | -35.2% | -47.8% |
| 6M | -66.4% | -13.4% | -53.0% | -64.5% |
| YTD | -31.5% | -25.7% | -5.8% | -18.4% |
| 1Y | -39.6% | -32.7% | -6.9% | -21.7% |
| 3Y | +116.8% | +7.1% | +109.7% | +103.4% |
| 5Y | +713.8% | -18.7% | +732.6% | +809.8% |
| 10Y | +882.7% | +138.7% | +744.0% | +404.7% |
| All | +702.4% | +420.4% | +281.9% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling