+1,890.4%
XEL vs MOD
+3,565.2%
-1,674.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.1% |
| 7D | -1.0% | +9.6% | -10.5% | -1.6% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | -1.9% | -35.4% | +33.5% | +0.5% |
| 6M | -7.4% | -7.3% | -0.2% | -7.8% |
| YTD | +4.1% | +45.8% | -41.7% | +0.2% |
| 1Y | +8.0% | +43.1% | -35.1% | +3.6% |
| 3Y | +48.4% | +297.7% | -249.3% | +27.9% |
| 5Y | +27.2% | +1,478.8% | -1,451.5% | -3.5% |
| 10Y | +146.8% | +1,633.4% | -1,486.6% | +72.3% |
| All | +1,890.4% | +3,565.2% | -1,674.9% | +1,024.9% |
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