+43.6%
XLE vs MOD
-37.3%
+80.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | 0.0% |
| 7D | -12.0% | -25.5% | +13.6% | -12.1% |
| 30D | -2.7% | -49.0% | +46.3% | -3.6% |
| 3M | +6.6% | -49.8% | +56.4% | +5.7% |
| 6M | +9.5% | -64.8% | +74.3% | +8.3% |
| YTD | +40.6% | -27.6% | +68.2% | +35.6% |
| 1Y | +43.6% | -35.2% | +78.8% | +39.5% |
| All | +43.6% | -37.3% | +80.9% | +39.5% |
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