+178.8%
MXL vs MOD
+822.6%
-643.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +33.1% | +16.1% | +17.0% | +26.2% |
| 30D | -33.5% | -38.5% | +5.0% | -18.8% |
| 3M | -20.7% | -46.8% | +26.1% | +2.5% |
| 6M | -35.9% | -61.6% | +25.7% | -6.5% |
| YTD | +238.3% | -20.5% | +258.8% | +278.7% |
| 1Y | +296.2% | -28.0% | +324.3% | +355.5% |
| 3Y | +254.1% | +134.9% | +119.2% | +170.7% |
| 5Y | -14.1% | +833.2% | -847.3% | -57.6% |
| All | +178.8% | +822.6% | -643.8% | +23.6% |
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