+234.4%
XLF vs MOD
+1,005.7%
-771.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.9% | -8.4% | -0.1% |
| 7D | +0.7% | -13.9% | +14.7% | +2.4% |
| 30D | +6.0% | -41.5% | +47.5% | +14.2% |
| 3M | +1.0% | -45.7% | +46.8% | +9.6% |
| 6M | +14.0% | -61.1% | +75.1% | +28.6% |
| YTD | +7.2% | -20.5% | +27.7% | +5.1% |
| 1Y | +11.6% | -32.1% | +43.7% | +11.7% |
| 3Y | +81.2% | +146.5% | -65.3% | +30.3% |
| 5Y | +57.9% | +812.7% | -754.8% | -18.6% |
| 10Y | +234.4% | +966.8% | -732.4% | +47.5% |
| All | +234.4% | +1,005.7% | -771.3% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling