+167.7%
XLB vs MOD
+1,005.7%
-838.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.9% | -8.0% | +0.4% |
| 7D | -1.4% | -13.9% | +12.6% | +0.2% |
| 30D | +7.1% | -41.5% | +48.6% | +15.0% |
| 3M | +0.6% | -45.7% | +46.3% | +8.8% |
| 6M | +3.5% | -61.1% | +64.6% | +16.4% |
| YTD | +18.2% | -20.5% | +38.7% | +17.1% |
| 1Y | +25.6% | -32.1% | +57.7% | +26.7% |
| 3Y | +46.7% | +146.5% | -99.8% | +9.9% |
| 5Y | +30.9% | +812.7% | -781.8% | -26.6% |
| 10Y | +167.7% | +966.8% | -799.1% | +38.9% |
| All | +167.7% | +1,005.7% | -838.0% | +38.9% |
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 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