+146.7%
XEL vs MOD
+1,504.3%
-1,357.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +1.3% | +6.3% | -5.0% | +1.1% |
| 30D | -1.5% | -1.7% | +0.1% | -1.5% |
| 3M | -0.2% | -30.1% | +29.9% | +0.7% |
| 6M | -5.4% | +2.7% | -8.1% | -5.9% |
| YTD | +5.6% | +44.1% | -38.4% | +3.9% |
| 1Y | +10.5% | +38.7% | -28.3% | +8.5% |
| 3Y | +49.2% | +309.8% | -260.6% | +37.9% |
| 5Y | +30.1% | +1,569.7% | -1,539.6% | +11.1% |
| 10Y | +146.7% | +1,520.5% | -1,373.8% | +93.5% |
| All | +146.7% | +1,504.3% | -1,357.6% | +93.5% |
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