+59.3%
XLF vs MOD
+1,086.9%
-1,027.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | -2.1% |
| 7D | +2.7% | +40.4% | -37.8% | -1.3% |
| 30D | +7.6% | -14.0% | +21.6% | +8.5% |
| 3M | +1.1% | -33.3% | +34.4% | +4.6% |
| 6M | +15.9% | -51.4% | +67.3% | +23.2% |
| YTD | +8.4% | +1.6% | +6.8% | +3.1% |
| 1Y | +12.5% | +5.4% | +7.1% | +6.0% |
| 3Y | +81.6% | +191.0% | -109.4% | +33.8% |
| All | +59.3% | +1,086.9% | -1,027.6% | -15.5% |
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 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