+296.2%
MXL vs MOD
-30.7%
+326.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.3% |
| 7D | +33.1% | +16.1% | +17.0% | +21.6% |
| 30D | -33.5% | -38.5% | +5.0% | -9.6% |
| 3M | -20.7% | -46.8% | +26.1% | +17.3% |
| 6M | -35.9% | -61.6% | +25.7% | +10.7% |
| YTD | +238.3% | -20.5% | +258.8% | +364.0% |
| 1Y | +296.2% | -28.0% | +324.3% | +462.6% |
| All | +296.2% | -30.7% | +326.9% | +462.6% |
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 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