+8.4%
XLE vs MOD
-63.3%
+71.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -21.4% | +16.7% | -5.0% |
| 7D | -7.2% | -31.3% | +24.1% | -8.2% |
| 30D | +0.1% | -46.1% | +46.2% | -2.3% |
| 3M | +9.2% | -51.1% | +60.3% | +6.2% |
| 6M | +8.4% | -62.1% | +70.4% | +4.5% |
| All | +8.4% | -63.3% | +71.6% | +4.5% |
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 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