+833.2%
MOD vs EXEL
+289.1%
+544.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +16.1% | +1.6% | +14.5% | +15.9% |
| 30D | -38.5% | +17.4% | -55.9% | -39.8% |
| 3M | -46.8% | +38.6% | -85.5% | -49.1% |
| 6M | -61.6% | +41.2% | -102.8% | -63.5% |
| YTD | -20.5% | +59.3% | -79.9% | -26.0% |
| 1Y | -28.0% | +60.2% | -88.2% | -33.0% |
| 3Y | +134.9% | +232.6% | -97.6% | +83.1% |
| 5Y | +833.2% | +285.9% | +547.3% | +589.6% |
| All | +833.2% | +289.1% | +544.1% | +589.6% |
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