+1,530.3%
MOD vs EXEL
+199.5%
+1,330.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +9.6% | +8.4% | +1.2% | +8.4% |
| 30D | 0.0% | +4.1% | -4.0% | -0.6% |
| 3M | -35.4% | +12.4% | -47.8% | -36.5% |
| 6M | -7.3% | +41.5% | -48.8% | -11.9% |
| YTD | +45.8% | +34.6% | +11.2% | +39.1% |
| 1Y | +43.1% | +57.9% | -14.7% | +33.2% |
| 3Y | +297.7% | +159.5% | +138.2% | +227.4% |
| All | +1,530.3% | +199.5% | +1,330.8% | +1,170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling