+235.2%
XLI vs MOD
+1,005.7%
-770.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.9% | -6.1% | +2.1% |
| 7D | -0.5% | -13.9% | +13.5% | +1.6% |
| 30D | -0.2% | -41.5% | +41.3% | +8.7% |
| 3M | -8.6% | -45.7% | +37.2% | +0.5% |
| 6M | -2.0% | -61.1% | +59.1% | +12.9% |
| YTD | +9.7% | -20.5% | +30.2% | +9.8% |
| 1Y | +11.4% | -32.1% | +43.5% | +13.9% |
| 3Y | +74.2% | +146.5% | -72.3% | +30.3% |
| 5Y | +70.0% | +812.7% | -742.8% | -6.4% |
| 10Y | +235.2% | +966.8% | -731.6% | +63.0% |
| All | +235.2% | +1,005.7% | -770.5% | +63.0% |
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 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