+231.7%
XLI vs MOD
+915.9%
-684.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.7% |
| 7D | +0.9% | +8.2% | -7.3% | -0.6% |
| 30D | +1.1% | -38.2% | +39.2% | +9.1% |
| 3M | -7.7% | -46.2% | +38.5% | +1.6% |
| 6M | -1.8% | -62.5% | +60.7% | +13.9% |
| YTD | +11.1% | -20.1% | +31.2% | +11.0% |
| 1Y | +12.1% | -29.7% | +41.8% | +13.9% |
| 3Y | +73.8% | +136.2% | -62.4% | +31.0% |
| 5Y | +73.8% | +820.4% | -746.6% | -4.6% |
| 10Y | +231.7% | +839.8% | -608.1% | +61.9% |
| All | +231.7% | +915.9% | -684.2% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling