+966.8%
MOD vs EXEL
+445.6%
+521.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +9.4% |
| 7D | -13.9% | +2.3% | -16.2% | -14.2% |
| 30D | -41.5% | +19.8% | -61.4% | -43.1% |
| 3M | -45.7% | +32.7% | -78.4% | -48.1% |
| 6M | -61.1% | +49.0% | -110.1% | -63.6% |
| YTD | -20.5% | +63.7% | -84.2% | -26.9% |
| 1Y | -32.1% | +75.8% | -107.9% | -38.3% |
| 3Y | +146.5% | +241.3% | -94.8% | +95.4% |
| 5Y | +812.7% | +289.0% | +523.7% | +598.9% |
| 10Y | +966.8% | +377.6% | +589.2% | +685.9% |
| All | +966.8% | +445.6% | +521.3% | +685.9% |
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