+24.7%
XLB vs MOD
-37.3%
+62.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.1% |
| 7D | -1.5% | -25.5% | +24.0% | 0.0% |
| 30D | +6.1% | -49.0% | +55.1% | +10.6% |
| 3M | 0.0% | -49.8% | +49.9% | +4.2% |
| 6M | 0.0% | -64.8% | +64.7% | +7.1% |
| YTD | +16.0% | -27.6% | +43.7% | +17.7% |
| 1Y | +24.7% | -35.2% | +59.9% | +27.0% |
| All | +24.7% | -37.3% | +62.1% | +27.0% |
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