+31.6%
XLB vs MOD
+720.4%
-688.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -2.0% |
| 7D | -0.4% | -34.2% | +33.8% | +4.3% |
| 30D | +5.2% | -51.9% | +57.1% | +14.4% |
| 3M | -0.1% | -53.0% | +52.9% | +8.5% |
| 6M | +2.4% | -66.4% | +68.8% | +15.2% |
| YTD | +16.9% | -31.5% | +48.4% | +17.8% |
| 1Y | +25.0% | -39.6% | +64.6% | +27.5% |
| 3Y | +40.7% | +116.8% | -76.1% | +7.0% |
| 5Y | +31.6% | +713.8% | -682.2% | -26.4% |
| All | +31.6% | +720.4% | -688.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling