+15.6%
XLE vs MOD
-10.4%
+25.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.6% |
| 7D | +2.2% | +9.6% | -7.4% | +2.8% |
| 30D | +11.8% | 0.0% | +11.8% | +11.9% |
| 3M | +9.8% | -35.4% | +45.2% | +6.8% |
| 6M | +15.6% | -7.3% | +22.9% | +16.8% |
| All | +15.6% | -10.4% | +25.9% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling