+233.0%
XLI vs MOD
+911.6%
-678.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.9% |
| 7D | -2.8% | -25.5% | +22.7% | +1.8% |
| 30D | -3.1% | -49.0% | +45.9% | +8.2% |
| 3M | -11.7% | -49.8% | +38.1% | -1.6% |
| 6M | -7.6% | -64.8% | +57.2% | +8.5% |
| YTD | +5.7% | -27.6% | +33.3% | +7.5% |
| 1Y | +7.8% | -35.2% | +43.0% | +11.1% |
| 3Y | +67.4% | +137.1% | -69.7% | +25.9% |
| 5Y | +64.8% | +760.3% | -695.5% | -8.5% |
| All | +233.0% | +911.6% | -678.6% | +63.3% |
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