-16.4%
LYB vs MOD
+201.5%
-217.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | -0.9% |
| 7D | +6.1% | +40.4% | -34.3% | +3.6% |
| 30D | +5.3% | -14.0% | +19.3% | +5.8% |
| 3M | +4.3% | -33.3% | +37.7% | +6.4% |
| 6M | -10.8% | -51.4% | +40.6% | -7.3% |
| YTD | +53.8% | +1.6% | +52.1% | +45.1% |
| 1Y | +50.5% | +5.4% | +45.1% | +41.0% |
| 3Y | -16.4% | +191.0% | -207.4% | -36.9% |
| All | -16.4% | +201.5% | -217.9% | -36.9% |
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 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