+164.7%
XLB vs MOD
+822.6%
-657.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | 0.0% | +16.1% | -16.1% | -2.3% |
| 30D | +5.3% | -38.5% | +43.8% | +12.2% |
| 3M | 0.0% | -46.8% | +46.8% | +8.5% |
| 6M | +1.2% | -61.6% | +62.8% | +14.1% |
| YTD | +16.9% | -20.5% | +37.4% | +15.7% |
| 1Y | +20.9% | -28.0% | +48.9% | +20.8% |
| 3Y | +43.3% | +134.9% | -91.6% | +8.1% |
| 5Y | +28.3% | +833.2% | -804.8% | -28.6% |
| All | +164.7% | +822.6% | -657.9% | +34.7% |
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