+24.2%
XLB vs MOD
-35.8%
+60.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +0.5% | -17.8% | +18.3% | +1.3% |
| 30D | +6.9% | -43.2% | +50.1% | +10.6% |
| 3M | -0.2% | -46.0% | +45.9% | +3.5% |
| 6M | +3.3% | -62.2% | +65.5% | +10.1% |
| YTD | +18.0% | -22.8% | +40.8% | +19.3% |
| 1Y | +24.2% | -35.5% | +59.7% | +26.5% |
| All | +24.2% | -35.8% | +60.0% | +26.5% |
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