+47.7%
XLE vs MOD
-6.2%
+53.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +27.9% | -26.9% | +0.8% |
| 7D | +5.4% | +40.4% | -35.0% | +5.2% |
| 30D | -3.9% | -14.0% | +10.1% | -4.7% |
| 3M | +7.0% | -33.3% | +40.4% | +5.7% |
| 6M | +14.2% | -51.4% | +65.6% | +12.6% |
| YTD | +48.2% | +1.6% | +46.6% | +42.2% |
| 1Y | +47.7% | +5.4% | +42.3% | +41.3% |
| All | +47.7% | -6.2% | +53.8% | +41.3% |
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