+8.0%
EXE vs MOD
+129.2%
-121.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.3% |
| 7D | -6.6% | -25.5% | +19.0% | -4.6% |
| 30D | -4.0% | -49.0% | +45.0% | +0.8% |
| 3M | -7.5% | -49.8% | +42.4% | -3.0% |
| 6M | -11.7% | -64.8% | +53.1% | -5.2% |
| YTD | -22.0% | -27.6% | +5.6% | -23.5% |
| 1Y | -21.8% | -35.2% | +13.4% | -22.6% |
| 3Y | +8.0% | +137.1% | -129.1% | -9.7% |
| All | +8.0% | +129.2% | -121.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling