+163.7%
MXL vs MOD
+1,079.7%
-915.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +27.9% | -33.3% | -15.9% |
| 7D | +13.4% | +40.4% | -27.0% | -2.5% |
| 30D | -29.2% | -14.0% | -15.2% | -25.9% |
| 3M | -27.2% | -33.3% | +6.1% | -15.9% |
| 6M | -36.4% | -51.4% | +15.0% | -17.4% |
| YTD | +220.0% | +1.6% | +218.4% | +218.3% |
| 1Y | +304.8% | +5.4% | +299.4% | +295.0% |
| 3Y | +238.5% | +191.0% | +47.5% | +132.1% |
| 5Y | -18.8% | +1,093.1% | -1,111.9% | -64.3% |
| All | +163.7% | +1,079.7% | -915.9% | +3.9% |
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