+931.4%
MOD vs EXEL
+273.2%
+658.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +9.6% | +8.4% | +1.2% | +7.8% |
| 30D | 0.0% | +4.1% | -4.0% | -0.9% |
| 3M | -35.4% | +12.4% | -47.8% | -37.1% |
| 6M | -7.3% | +41.5% | -48.8% | -14.2% |
| YTD | +45.8% | +34.6% | +11.2% | +35.8% |
| 1Y | +43.1% | +57.9% | -14.7% | +28.5% |
| 3Y | +297.7% | +159.5% | +138.2% | +212.8% |
| 5Y | +1,478.8% | +198.5% | +1,280.3% | +1,084.1% |
| 10Y | +1,633.4% | +411.4% | +1,222.0% | +922.5% |
| All | +931.4% | +273.2% | +658.3% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling