+50.6%
LYB vs MOD
-33.0%
+83.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -21.4% | +16.7% | -5.6% |
| 7D | -6.2% | -31.3% | +25.1% | -7.8% |
| 30D | +6.3% | -46.1% | +52.4% | +3.3% |
| 3M | +4.1% | -51.1% | +55.2% | +0.9% |
| 6M | -15.5% | -62.1% | +46.6% | -18.3% |
| YTD | +50.2% | -26.2% | +76.4% | +45.3% |
| 1Y | +50.6% | -32.6% | +83.2% | +47.9% |
| All | +50.6% | -33.0% | +83.6% | +47.9% |
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