-4.1%
XLC vs MOD
-33.9%
+29.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.9% | -7.4% | +2.2% |
| 7D | +7.1% | -13.9% | +21.0% | +7.2% |
| 30D | -2.7% | -41.5% | +38.8% | -1.5% |
| 3M | -3.2% | -45.7% | +42.6% | -1.8% |
| 6M | -7.7% | -61.1% | +53.5% | -5.4% |
| YTD | -8.0% | -20.5% | +12.5% | -11.1% |
| All | -4.1% | -33.9% | +29.9% | -6.6% |
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