+252.4%
XLI vs MOD
+1,504.3%
-1,251.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.0% | +6.3% | -5.3% | -0.2% |
| 30D | -5.8% | -1.7% | -4.1% | -5.7% |
| 3M | +0.7% | -30.1% | +30.8% | +6.4% |
| 6M | +3.2% | +2.7% | +0.5% | +0.8% |
| YTD | +13.0% | +44.1% | -31.0% | +3.0% |
| 1Y | +16.8% | +38.7% | -21.9% | +6.0% |
| 3Y | +72.4% | +309.8% | -237.4% | +19.0% |
| 5Y | +82.8% | +1,569.7% | -1,486.9% | -8.7% |
| 10Y | +252.4% | +1,520.5% | -1,268.0% | +53.7% |
| All | +252.4% | +1,504.3% | -1,251.8% | +53.7% |
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