+906.4%
MOD vs EXEL
+461.0%
+445.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.5% | +5.5% |
| 7D | -25.5% | +0.3% | -25.8% | -25.6% |
| 30D | -49.0% | +19.0% | -68.0% | -50.4% |
| 3M | -49.8% | +33.3% | -83.1% | -52.1% |
| 6M | -64.8% | +42.9% | -107.6% | -66.8% |
| YTD | -27.6% | +58.7% | -86.4% | -33.2% |
| 1Y | -35.2% | +70.5% | -105.7% | -40.9% |
| 3Y | +137.1% | +233.8% | -96.7% | +88.5% |
| 5Y | +760.3% | +259.3% | +500.9% | +566.4% |
| All | +906.4% | +461.0% | +445.3% | +616.1% |
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