-21.8%
LYB vs MOD
+290.9%
-312.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.1% |
| 7D | -3.1% | +3.6% | -6.7% | -3.4% |
| 30D | +4.0% | -2.6% | +6.7% | +4.1% |
| 3M | +2.4% | -33.1% | +35.6% | +5.2% |
| 6M | -1.4% | -7.5% | +6.1% | -2.7% |
| YTD | +53.9% | +39.3% | +14.7% | +43.5% |
| 1Y | +26.1% | +34.3% | -8.2% | +17.1% |
| All | -21.8% | +290.9% | -312.6% | -40.0% |
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