+127.5%
XLC vs MOD
+407.1%
-279.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | -0.2% |
| 7D | +4.9% | -25.5% | +30.4% | +7.9% |
| 30D | -5.8% | -49.0% | +43.2% | +0.9% |
| 3M | -5.4% | -49.8% | +44.4% | +1.2% |
| 6M | -10.2% | -64.8% | +54.6% | -1.0% |
| YTD | -10.2% | -27.6% | +17.5% | -10.4% |
| 1Y | -5.6% | -35.2% | +29.6% | -5.1% |
| 3Y | +61.0% | +137.1% | -76.1% | +29.8% |
| 5Y | +35.2% | +760.3% | -725.0% | -11.4% |
| All | +127.5% | +407.1% | -279.6% | +36.9% |
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