+40.7%
XLC vs MOD
+1,086.9%
-1,046.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.8% | -1.7% |
| 7D | +3.7% | +40.4% | -36.7% | -0.1% |
| 30D | -1.9% | -14.0% | +12.1% | -1.1% |
| 3M | -3.1% | -33.3% | +30.2% | 0.0% |
| 6M | -6.4% | -51.4% | +45.0% | -0.8% |
| YTD | -6.8% | +1.6% | -8.4% | -11.2% |
| 1Y | -1.7% | +5.4% | -7.1% | -7.1% |
| 3Y | +64.7% | +191.0% | -126.3% | +25.1% |
| All | +40.7% | +1,086.9% | -1,046.2% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling