+54.8%
XLF vs MOD
+748.9%
-694.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.2% |
| 7D | +1.2% | -25.5% | +26.7% | +3.9% |
| 30D | +6.3% | -49.0% | +55.3% | +13.9% |
| 3M | -0.8% | -49.8% | +49.0% | +6.1% |
| 6M | +11.0% | -64.8% | +75.8% | +22.5% |
| YTD | +5.6% | -27.6% | +33.3% | +4.6% |
| 1Y | +10.8% | -35.2% | +46.0% | +10.7% |
| 3Y | +77.8% | +137.1% | -59.3% | +33.1% |
| All | +54.8% | +748.9% | -694.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling