+243.5%
MXL vs MOD
+1,504.3%
-1,260.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.2% | +7.2% | +6.4% |
| 7D | +15.5% | +6.3% | +9.1% | +12.8% |
| 30D | -11.3% | -1.7% | -9.6% | -10.3% |
| 3M | -16.1% | -30.1% | +14.0% | -2.9% |
| 6M | +323.0% | +2.7% | +320.3% | +325.3% |
| YTD | +281.5% | +44.1% | +237.5% | +236.7% |
| 1Y | +319.3% | +38.7% | +280.6% | +271.0% |
| 3Y | +189.4% | +309.8% | -120.4% | +75.8% |
| 5Y | +26.0% | +1,569.7% | -1,543.7% | -50.7% |
| 10Y | +243.5% | +1,520.5% | -1,277.0% | +19.9% |
| All | +243.5% | +1,504.3% | -1,260.8% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling