+235.5%
MXL vs MOD
+1,607.5%
-1,372.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +4.0% |
| 7D | +1.6% | +9.6% | -8.0% | -1.7% |
| 30D | -7.0% | 0.0% | -7.0% | -6.5% |
| 3M | -33.4% | -35.4% | +2.0% | -20.6% |
| 6M | +260.2% | -7.3% | +267.4% | +274.3% |
| YTD | +260.0% | +45.8% | +214.2% | +215.3% |
| 1Y | +303.5% | +43.1% | +260.3% | +252.0% |
| 3Y | +160.4% | +297.7% | -137.2% | +55.6% |
| 5Y | +14.7% | +1,478.8% | -1,464.1% | -57.2% |
| 10Y | +215.6% | +1,633.4% | -1,417.8% | -10.1% |
| All | +235.5% | +1,607.5% | -1,372.0% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling