+41.4%
XLB vs MOD
+116.8%
-75.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -2.3% |
| 7D | -0.4% | -34.2% | +33.8% | +3.0% |
| 30D | +5.2% | -51.9% | +57.1% | +12.0% |
| 3M | -0.1% | -53.0% | +52.9% | +6.3% |
| 6M | +2.4% | -66.4% | +68.8% | +12.0% |
| YTD | +16.9% | -31.5% | +48.4% | +17.8% |
| 1Y | +25.0% | -39.6% | +64.6% | +27.1% |
| All | +41.4% | +116.8% | -75.4% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling