+162.1%
MXL vs MOD
+300.6%
-138.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +3.3% |
| 7D | +1.6% | +9.6% | -8.0% | -3.1% |
| 30D | -7.0% | 0.0% | -7.0% | -6.4% |
| 3M | -33.4% | -35.4% | +2.0% | -16.0% |
| 6M | +260.2% | -7.3% | +267.4% | +278.2% |
| YTD | +260.0% | +45.8% | +214.2% | +199.9% |
| 1Y | +303.5% | +43.1% | +260.3% | +232.3% |
| All | +162.1% | +300.6% | -138.5% | +26.2% |
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