+9.6%
XLF vs MOD
+40.7%
-31.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +0.2% | +6.3% | -6.1% | -0.1% |
| 30D | -0.5% | -1.7% | +1.1% | -0.5% |
| 3M | +10.6% | -30.1% | +40.8% | +12.0% |
| 6M | +14.3% | +2.7% | +11.6% | +12.2% |
| YTD | +5.5% | +44.1% | -38.5% | +1.3% |
| 1Y | +9.6% | +38.7% | -29.2% | +6.0% |
| All | +9.6% | +40.7% | -31.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling