+641.4%
LYB vs MOD
+892.4%
-251.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | -5.8% |
| 7D | +6.1% | +40.4% | -34.3% | -3.3% |
| 30D | +5.3% | -14.0% | +19.3% | +6.9% |
| 3M | +4.3% | -33.3% | +37.7% | +11.3% |
| 6M | -10.8% | -51.4% | +40.6% | +0.4% |
| YTD | +53.8% | +1.6% | +52.1% | +37.4% |
| 1Y | +50.5% | +5.4% | +45.1% | +32.1% |
| 3Y | -16.4% | +191.0% | -207.4% | -52.4% |
| 5Y | -4.8% | +1,093.1% | -1,098.0% | -68.4% |
| 10Y | +38.2% | +1,095.2% | -1,057.1% | -63.6% |
| All | +641.4% | +892.4% | -251.0% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling