-5.8%
XLC vs MOD
-33.0%
+27.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -21.4% | +24.9% | +3.9% |
| 7D | +1.8% | -31.3% | +33.1% | +2.6% |
| 30D | -6.0% | -46.1% | +40.2% | -4.5% |
| 3M | -6.0% | -51.1% | +45.1% | -4.4% |
| 6M | -9.1% | -62.1% | +53.0% | -7.0% |
| YTD | -10.0% | -26.2% | +16.2% | -13.0% |
| 1Y | -5.8% | -32.6% | +26.8% | -8.8% |
| All | -5.8% | -33.0% | +27.2% | -8.8% |
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 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