+136.0%
XLC vs MOD
+612.1%
-476.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.8% | -2.0% |
| 7D | +3.7% | +40.4% | -36.7% | -0.5% |
| 30D | -1.9% | -14.0% | +12.1% | -1.1% |
| 3M | -3.1% | -33.3% | +30.2% | +0.1% |
| 6M | -6.4% | -51.4% | +45.0% | -0.7% |
| YTD | -6.8% | +1.6% | -8.4% | -10.8% |
| 1Y | -1.7% | +5.4% | -7.1% | -6.7% |
| 3Y | +64.7% | +191.0% | -126.3% | +29.8% |
| 5Y | +41.1% | +1,093.1% | -1,052.0% | -11.1% |
| All | +136.0% | +612.1% | -476.1% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling