+303.5%
MXL vs MOD
+45.0%
+258.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +3.2% |
| 7D | +1.6% | +9.6% | -8.0% | -3.5% |
| 30D | -7.0% | 0.0% | -7.0% | -6.2% |
| 3M | -33.4% | -35.4% | +2.0% | -17.4% |
| 6M | +260.2% | -7.3% | +267.4% | +288.8% |
| YTD | +260.0% | +45.8% | +214.2% | +228.3% |
| 1Y | +303.5% | +43.1% | +260.3% | +275.4% |
| All | +303.5% | +45.0% | +258.5% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling