+1,064.5%
MOD vs EXEL
+320.7%
+743.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.2% | +29.1% | +28.0% |
| 7D | +40.4% | -0.8% | +41.2% | +40.6% |
| 30D | -14.0% | +13.1% | -27.1% | -15.6% |
| 3M | -33.3% | +36.3% | -69.7% | -36.4% |
| 6M | -51.4% | +34.5% | -85.9% | -53.7% |
| YTD | +1.6% | +57.4% | -55.8% | -5.9% |
| 1Y | +5.4% | +62.9% | -57.5% | -3.0% |
| 3Y | +191.0% | +229.5% | -38.5% | +133.0% |
| 5Y | +1,093.1% | +281.2% | +811.9% | +821.5% |
| All | +1,064.5% | +320.7% | +743.7% | +810.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling