+45.0%
XLE vs MOD
-37.4%
+82.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -3.0% |
| 7D | -10.3% | -34.2% | +23.8% | -10.5% |
| 30D | -3.3% | -51.9% | +48.6% | -4.2% |
| 3M | +8.2% | -53.0% | +61.2% | +7.2% |
| 6M | +5.0% | -66.4% | +71.4% | +3.9% |
| YTD | +40.6% | -31.5% | +72.1% | +35.7% |
| 1Y | +45.0% | -39.6% | +84.6% | +41.0% |
| All | +45.0% | -37.4% | +82.4% | +41.0% |
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