+69.9%
XLI vs MOD
+1,086.9%
-1,017.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -4.7% |
| 7D | +3.8% | +40.4% | -36.7% | -2.3% |
| 30D | +1.0% | -14.0% | +15.0% | +2.3% |
| 3M | -8.9% | -33.3% | +24.4% | -4.4% |
| 6M | -2.3% | -51.4% | +49.1% | +6.9% |
| YTD | +9.7% | +1.6% | +8.1% | +5.1% |
| 1Y | +12.3% | +5.4% | +6.9% | +6.4% |
| 3Y | +71.5% | +191.0% | -119.5% | +26.0% |
| All | +69.9% | +1,086.9% | -1,017.0% | -7.6% |
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