-32.6%
MOD vs EXEL
+92.4%
-125.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.6% | -22.0% | -21.4% |
| 7D | -31.3% | +9.8% | -41.1% | -31.3% |
| 30D | -46.1% | +23.6% | -69.7% | -46.3% |
| 3M | -51.1% | +29.9% | -81.0% | -51.5% |
| 6M | -62.1% | +64.7% | -126.8% | -63.2% |
| YTD | -26.2% | +66.0% | -92.2% | -28.9% |
| 1Y | -32.6% | +92.0% | -124.5% | -38.2% |
| All | -32.6% | +92.4% | -125.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling