+195.9%
MXL vs MOD
+129.2%
+66.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +7.8% |
| 7D | -27.1% | -25.5% | -1.6% | -14.2% |
| 30D | -54.2% | -49.0% | -5.2% | -33.4% |
| 3M | -29.9% | -49.8% | +19.9% | +2.8% |
| 6M | -39.5% | -64.8% | +25.3% | +5.8% |
| YTD | +182.2% | -27.6% | +209.8% | +243.5% |
| 1Y | +231.8% | -35.2% | +267.0% | +319.7% |
| 3Y | +195.9% | +137.1% | +58.8% | +86.8% |
| All | +195.9% | +129.2% | +66.7% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling