+820.5%
XLB vs MOD
+704.1%
+116.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.2% |
| 7D | -1.4% | +9.6% | -11.0% | -3.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | +2.0% | -35.4% | +37.3% | +9.3% |
| 6M | +1.8% | -7.3% | +9.1% | +0.7% |
| YTD | +16.6% | +45.8% | -29.2% | +4.7% |
| 1Y | +16.9% | +43.1% | -26.2% | +4.0% |
| 3Y | +32.6% | +297.7% | -265.1% | -11.3% |
| 5Y | +35.6% | +1,478.8% | -1,443.1% | -34.8% |
| 10Y | +160.0% | +1,633.4% | -1,473.4% | +5.3% |
| All | +820.5% | +704.1% | +116.4% | +204.8% |
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