+47.7%
LYB vs MOD
+1,465.6%
-1,417.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.4% |
| 7D | -0.7% | -3.9% | +3.2% | 0.0% |
| 30D | +1.5% | -9.6% | +11.1% | +3.3% |
| 3M | -0.3% | -30.6% | +30.3% | +5.8% |
| 6M | +0.1% | -10.9% | +11.0% | -1.6% |
| YTD | +53.4% | +34.3% | +19.2% | +35.3% |
| 1Y | +25.6% | +18.3% | +7.3% | +12.4% |
| 3Y | -21.3% | +281.9% | -303.2% | -53.3% |
| 5Y | -2.4% | +1,486.4% | -1,488.8% | -64.1% |
| All | +47.7% | +1,465.6% | -1,417.9% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling