+48.3%
XLE vs MOD
+45.0%
+3.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.8% |
| 7D | +2.2% | +9.6% | -7.4% | +2.3% |
| 30D | +11.8% | 0.0% | +11.8% | +11.8% |
| 3M | +9.8% | -35.4% | +45.2% | +9.5% |
| 6M | +15.6% | -7.3% | +22.9% | +14.7% |
| YTD | +45.3% | +45.8% | -0.5% | +41.5% |
| 1Y | +48.3% | +43.1% | +5.2% | +44.3% |
| All | +48.3% | +45.0% | +3.3% | +44.3% |
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