+39.6%
XLC vs MOD
+815.4%
-775.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.1% | +16.1% | -13.0% | +1.5% |
| 30D | -4.2% | -38.5% | +34.3% | +0.2% |
| 3M | -2.1% | -46.8% | +44.7% | +3.7% |
| 6M | -6.6% | -61.6% | +55.0% | +1.6% |
| YTD | -7.8% | -20.5% | +12.7% | -9.6% |
| 1Y | -4.1% | -28.0% | +23.9% | -5.2% |
| 3Y | +62.6% | +134.9% | -72.3% | +26.4% |
| 5Y | +39.6% | +833.2% | -793.5% | -18.7% |
| All | +39.6% | +815.4% | -775.8% | -18.7% |
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