-0.6%
XLC vs MOD
+45.0%
-45.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.3% |
| 7D | -0.8% | +9.6% | -10.4% | -1.1% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | -0.7% | -35.4% | +34.7% | +1.1% |
| 6M | -5.1% | -7.3% | +2.1% | -6.3% |
| YTD | -4.3% | +45.8% | -50.1% | -8.6% |
| 1Y | -0.6% | +43.1% | -43.7% | -4.1% |
| All | -0.6% | +45.0% | -45.5% | -4.1% |
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