+124.3%
MOD vs EXEL
+227.0%
-102.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.6% | -1.7% | -7.0% |
| 7D | -34.2% | +3.8% | -37.9% | -34.2% |
| 30D | -51.9% | +17.8% | -69.7% | -52.3% |
| 3M | -53.0% | +21.2% | -74.2% | -53.5% |
| 6M | -66.4% | +54.7% | -121.0% | -67.3% |
| YTD | -31.5% | +56.8% | -88.3% | -33.6% |
| 1Y | -39.6% | +70.2% | -109.8% | -41.6% |
| All | +124.3% | +227.0% | -102.7% | +100.5% |
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 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