+60.3%
XLC vs MOD
+116.8%
-56.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | -0.1% |
| 7D | +3.1% | -34.2% | +37.2% | +6.1% |
| 30D | -6.5% | -51.9% | +45.3% | -1.4% |
| 3M | -5.6% | -53.0% | +47.5% | -0.5% |
| 6M | -9.2% | -66.4% | +57.1% | -2.2% |
| YTD | -10.6% | -31.5% | +21.0% | -11.5% |
| 1Y | -6.9% | -39.6% | +32.7% | -7.0% |
| All | +60.3% | +116.8% | -56.5% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling