-23.1%
EXE vs MOD
-6.2%
-17.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.0% | +0.5% |
| 7D | +5.3% | +40.4% | -35.1% | +4.9% |
| 30D | -2.2% | -14.0% | +11.8% | -2.6% |
| 3M | -5.9% | -33.3% | +27.5% | -6.4% |
| 6M | -5.7% | -51.4% | +45.7% | -5.9% |
| YTD | -17.8% | +1.6% | -19.4% | -19.9% |
| 1Y | -23.1% | +5.4% | -28.5% | -25.6% |
| All | -23.1% | -6.2% | -17.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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