-53.0%
MOD vs XHB
-4.5%
-48.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.9% | -8.5% |
| 7D | -34.2% | +2.5% | -36.7% | -33.0% |
| 30D | -51.9% | +6.7% | -58.5% | -51.0% |
| 3M | -53.0% | -5.8% | -47.2% | -47.9% |
| All | -53.0% | -4.5% | -48.5% | -47.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling