+966.8%
MOD vs XHB
+271.6%
+695.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +6.5% |
| 7D | -13.9% | +1.3% | -15.3% | -16.3% |
| 30D | -41.5% | +11.8% | -53.3% | -49.0% |
| 3M | -45.7% | -3.8% | -41.9% | -45.1% |
| 6M | -61.1% | +4.1% | -65.2% | -63.5% |
| YTD | -20.5% | +4.0% | -24.4% | -24.9% |
| 1Y | -32.1% | +1.6% | -33.7% | -34.2% |
| 3Y | +146.5% | +43.2% | +103.3% | +72.9% |
| 5Y | +812.7% | +35.8% | +776.9% | +572.2% |
| 10Y | +966.8% | +259.3% | +707.6% | +256.0% |
| All | +966.8% | +271.6% | +695.2% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling