+175.3%
XEL vs MOD
+1,005.7%
-830.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.9% | -9.2% | +0.4% |
| 7D | +1.1% | -13.9% | +15.0% | +1.3% |
| 30D | +8.7% | -41.5% | +50.2% | +10.1% |
| 3M | +3.5% | -45.7% | +49.2% | +5.0% |
| 6M | +2.6% | -61.1% | +63.7% | +4.9% |
| YTD | +11.1% | -20.5% | +31.6% | +10.8% |
| 1Y | +2.2% | -32.1% | +34.3% | +2.3% |
| 3Y | +51.1% | +146.5% | -95.4% | +41.3% |
| 5Y | +48.0% | +812.7% | -764.7% | +28.4% |
| 10Y | +175.3% | +966.8% | -791.5% | +118.5% |
| All | +175.3% | +1,005.7% | -830.4% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling