+822.8%
XLB vs MOD
+267.3%
+555.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -1.6% |
| 7D | -0.4% | -34.2% | +33.8% | +6.8% |
| 30D | +5.2% | -51.9% | +57.1% | +19.3% |
| 3M | -0.1% | -53.0% | +52.9% | +13.1% |
| 6M | +2.4% | -66.4% | +68.8% | +21.6% |
| YTD | +16.9% | -31.5% | +48.4% | +19.1% |
| 1Y | +25.0% | -39.6% | +64.6% | +29.4% |
| 3Y | +40.7% | +116.8% | -76.1% | +4.1% |
| 5Y | +31.6% | +713.8% | -682.2% | -29.3% |
| 10Y | +175.3% | +882.7% | -707.4% | +21.9% |
| All | +822.8% | +267.3% | +555.5% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling