+988.5%
XLE vs MOD
+267.3%
+721.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -1.6% |
| 7D | -10.3% | -34.2% | +23.8% | -3.6% |
| 30D | -3.3% | -51.9% | +48.6% | +9.6% |
| 3M | +8.2% | -53.0% | +61.2% | +22.4% |
| 6M | +5.0% | -66.4% | +71.4% | +24.1% |
| YTD | +40.6% | -31.5% | +72.1% | +42.0% |
| 1Y | +45.0% | -39.6% | +84.6% | +48.7% |
| 3Y | +56.3% | +116.8% | -60.5% | +14.7% |
| 5Y | +152.2% | +713.8% | -561.6% | +32.3% |
| 10Y | +173.0% | +882.7% | -709.7% | +20.6% |
| All | +988.5% | +267.3% | +721.2% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling