+49.0%
XEL vs MOD
+1,086.9%
-1,037.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.7% | -0.1% |
| 7D | +2.4% | +40.4% | -38.0% | +2.1% |
| 30D | +8.3% | -14.0% | +22.3% | +8.4% |
| 3M | +4.2% | -33.3% | +37.5% | +4.6% |
| 6M | +3.7% | -51.4% | +55.1% | +4.6% |
| YTD | +13.1% | +1.6% | +11.4% | +12.7% |
| 1Y | +5.0% | +5.4% | -0.4% | +4.6% |
| 3Y | +55.0% | +191.0% | -136.0% | +46.8% |
| All | +49.0% | +1,086.9% | -1,037.9% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling