-33.5%
MOD vs EXEL
+74.8%
-108.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +9.7% |
| 7D | -13.9% | +2.3% | -16.2% | -13.9% |
| 30D | -41.5% | +19.8% | -61.4% | -41.5% |
| 3M | -45.7% | +32.7% | -78.4% | -46.0% |
| 6M | -61.1% | +49.0% | -110.1% | -61.6% |
| YTD | -20.5% | +63.7% | -84.2% | -22.5% |
| All | -33.5% | +74.8% | -108.4% | -37.5% |
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