-35.5%
MOD vs EXEL
+72.0%
-107.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.8% |
| 7D | -17.8% | -2.4% | -15.4% | -17.8% |
| 30D | -43.2% | +17.9% | -61.1% | -43.1% |
| 3M | -46.0% | +33.3% | -79.3% | -46.3% |
| 6M | -62.2% | +46.6% | -108.8% | -62.7% |
| YTD | -22.8% | +61.0% | -83.8% | -24.7% |
| 1Y | -35.5% | +70.4% | -105.9% | -39.3% |
| All | -35.5% | +72.0% | -107.5% | -39.3% |
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