+29.5%
XLB vs MOD
-33.0%
+62.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.9% | +3.7% |
| 7D | +3.9% | -31.3% | +35.3% | +6.1% |
| 30D | +8.9% | -46.1% | +55.0% | +13.1% |
| 3M | +4.1% | -51.1% | +55.3% | +8.9% |
| 6M | +7.3% | -62.1% | +69.4% | +14.3% |
| YTD | +20.4% | -26.2% | +46.6% | +21.9% |
| 1Y | +29.5% | -32.6% | +62.1% | +31.4% |
| All | +29.5% | -33.0% | +62.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling