+137.1%
MOD vs EXEL
+231.1%
-94.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.5% | +5.6% |
| 7D | -25.5% | +0.3% | -25.8% | -25.5% |
| 30D | -49.0% | +19.0% | -68.0% | -49.4% |
| 3M | -49.8% | +33.3% | -83.1% | -50.6% |
| 6M | -64.8% | +42.9% | -107.6% | -65.5% |
| YTD | -27.6% | +58.7% | -86.4% | -29.8% |
| 1Y | -35.2% | +70.5% | -105.7% | -37.4% |
| 3Y | +137.1% | +233.8% | -96.7% | +111.8% |
| All | +137.1% | +231.1% | -94.0% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling