+159.9%
MXL vs MOD
+920.5%
-760.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.6% |
| 7D | -15.9% | -17.8% | +2.0% | -8.8% |
| 30D | -44.0% | -43.2% | -0.8% | -29.6% |
| 3M | -21.3% | -46.0% | +24.7% | +1.0% |
| 6M | -46.1% | -62.2% | +16.2% | -20.9% |
| YTD | +208.8% | -22.8% | +231.6% | +249.2% |
| 1Y | +255.5% | -35.5% | +291.0% | +324.2% |
| 3Y | +223.3% | +128.2% | +95.1% | +149.7% |
| 5Y | -18.1% | +791.6% | -809.7% | -58.9% |
| 10Y | +159.9% | +886.3% | -726.4% | +17.1% |
| All | +159.9% | +920.5% | -760.6% | +17.1% |
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