+37.8%
LYB vs MOD
+1,079.7%
-1,041.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | -4.5% |
| 7D | +6.1% | +40.4% | -34.3% | -1.5% |
| 30D | +5.3% | -14.0% | +19.3% | +6.7% |
| 3M | +4.3% | -33.3% | +37.7% | +10.2% |
| 6M | -10.8% | -51.4% | +40.6% | -1.5% |
| YTD | +53.8% | +1.6% | +52.1% | +39.8% |
| 1Y | +50.5% | +5.4% | +45.1% | +34.8% |
| 3Y | -16.4% | +191.0% | -207.4% | -48.7% |
| 5Y | -4.8% | +1,093.1% | -1,098.0% | -63.9% |
| All | +37.8% | +1,079.7% | -1,041.8% | -52.1% |
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