+134.0%
XLC vs MOD
+441.0%
-307.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +6.2% | -17.8% | +24.1% | +8.0% |
| 30D | -2.4% | -43.2% | +40.9% | +3.3% |
| 3M | -3.3% | -46.0% | +42.7% | +2.6% |
| 6M | -7.3% | -62.2% | +54.9% | +1.4% |
| YTD | -7.6% | -22.8% | +15.2% | -8.6% |
| 1Y | -3.7% | -35.5% | +31.8% | -3.0% |
| 3Y | +62.9% | +128.2% | -65.3% | +32.2% |
| 5Y | +41.6% | +791.6% | -750.0% | -7.6% |
| All | +134.0% | +441.0% | -307.1% | +39.7% |
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