+23.3%
XLB vs MOD
-33.2%
+56.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.1% |
| 7D | -1.6% | +8.2% | -9.9% | -2.1% |
| 30D | +7.2% | -38.2% | +45.4% | +10.4% |
| 3M | 0.0% | -46.2% | +46.3% | +3.9% |
| 6M | +2.3% | -62.5% | +64.8% | +9.5% |
| YTD | +18.4% | -20.1% | +38.5% | +19.2% |
| 1Y | +23.3% | -29.7% | +53.0% | +24.5% |
| All | +23.3% | -33.2% | +56.5% | +24.5% |
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