+80.1%
XLF vs MOD
+135.8%
-55.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.2% | +16.1% | -14.9% | +0.1% |
| 30D | +6.2% | -38.5% | +44.7% | +9.7% |
| 3M | +0.9% | -46.8% | +47.7% | +5.2% |
| 6M | +13.6% | -61.6% | +75.2% | +21.0% |
| YTD | +7.6% | -20.5% | +28.1% | +5.5% |
| 1Y | +10.2% | -28.0% | +38.2% | +8.7% |
| All | +80.1% | +135.8% | -55.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling