+5.4%
MOD vs EXEL
+60.1%
-54.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.2% | +29.1% | +27.9% |
| 7D | +40.4% | -0.8% | +41.2% | +40.4% |
| 30D | -14.0% | +13.1% | -27.1% | -13.6% |
| 3M | -33.3% | +36.3% | -69.7% | -33.4% |
| 6M | -51.4% | +34.5% | -85.9% | -51.4% |
| YTD | +1.6% | +57.4% | -55.8% | +0.6% |
| 1Y | +5.4% | +62.9% | -57.5% | +2.7% |
| All | +5.4% | +60.1% | -54.7% | +2.7% |
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