+37.7%
XLC vs MOD
+1,486.5%
-1,448.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.7% |
| 7D | -0.8% | +9.6% | -10.4% | -1.9% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | -0.7% | -35.4% | +34.7% | +3.5% |
| 6M | -5.1% | -7.3% | +2.1% | -6.3% |
| YTD | -4.3% | +45.8% | -50.1% | -11.3% |
| 1Y | -0.6% | +43.1% | -43.7% | -8.4% |
| 3Y | +72.7% | +297.7% | -225.0% | +28.5% |
| All | +37.7% | +1,486.5% | -1,448.8% | -24.4% |
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 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