+178.5%
EXE vs MOD
+1,242.5%
-1,064.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -0.3% | +9.6% | -9.8% | -1.2% |
| 30D | +8.5% | 0.0% | +8.4% | +8.3% |
| 3M | +5.5% | -35.4% | +40.8% | +9.8% |
| 6M | -5.9% | -7.3% | +1.4% | -7.0% |
| YTD | -9.7% | +45.8% | -55.5% | -16.3% |
| 1Y | +3.6% | +43.1% | -39.6% | -4.7% |
| 3Y | +18.0% | +297.7% | -279.6% | -10.4% |
| 5Y | +109.4% | +1,478.8% | -1,369.3% | +26.1% |
| All | +178.5% | +1,242.5% | -1,064.0% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling