-5.6%
XLC vs MOD
-37.3%
+31.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.3% |
| 7D | +4.9% | -25.5% | +30.4% | +5.4% |
| 30D | -5.8% | -49.0% | +43.2% | -4.3% |
| 3M | -5.4% | -49.8% | +44.4% | -3.9% |
| 6M | -10.2% | -64.8% | +54.6% | -7.8% |
| YTD | -10.2% | -27.6% | +17.5% | -13.0% |
| 1Y | -5.6% | -35.2% | +29.6% | -8.4% |
| All | -5.6% | -37.3% | +31.7% | -8.4% |
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