+67.4%
XLF vs MOD
+1,486.5%
-1,419.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.3% |
| 7D | 0.0% | +9.6% | -9.6% | -1.1% |
| 30D | +0.2% | 0.0% | +0.1% | 0.0% |
| 3M | +11.7% | -35.4% | +47.1% | +16.8% |
| 6M | +13.8% | -7.3% | +21.1% | +12.4% |
| YTD | +7.0% | +45.8% | -38.8% | -1.2% |
| 1Y | +9.1% | +43.1% | -34.0% | 0.0% |
| 3Y | +75.6% | +297.7% | -222.1% | +26.6% |
| All | +67.4% | +1,486.5% | -1,419.0% | -15.0% |
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 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