+152.2%
XLE vs MOD
+720.4%
-568.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -2.4% |
| 7D | -10.3% | -34.2% | +23.8% | -7.5% |
| 30D | -3.3% | -51.9% | +48.6% | +2.0% |
| 3M | +8.2% | -53.0% | +61.2% | +14.1% |
| 6M | +5.0% | -66.4% | +71.4% | +13.0% |
| YTD | +40.6% | -31.5% | +72.1% | +39.2% |
| 1Y | +45.0% | -39.6% | +84.6% | +44.9% |
| 3Y | +56.3% | +116.8% | -60.5% | +30.1% |
| 5Y | +152.2% | +713.8% | -561.6% | +82.8% |
| All | +152.2% | +720.4% | -568.1% | +82.8% |
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