+319.3%
MXL vs MOD
+40.7%
+278.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.2% | +7.2% | +6.6% |
| 7D | +15.5% | +6.3% | +9.1% | +11.5% |
| 30D | -11.3% | -1.7% | -9.6% | -9.8% |
| 3M | -16.1% | -30.1% | +14.0% | +1.2% |
| 6M | +323.0% | +2.7% | +320.3% | +342.7% |
| YTD | +281.5% | +44.1% | +237.5% | +250.2% |
| 1Y | +319.3% | +38.7% | +280.6% | +293.8% |
| All | +319.3% | +40.7% | +278.6% | +293.8% |
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