+1,117.4%
XLI vs MOD
+704.1%
+413.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.5% |
| 7D | -1.1% | +9.6% | -10.6% | -2.9% |
| 30D | -5.9% | 0.0% | -6.0% | -6.1% |
| 3M | -0.3% | -35.4% | +35.1% | +7.7% |
| 6M | +0.1% | -7.3% | +7.4% | -0.6% |
| YTD | +13.6% | +45.8% | -32.2% | +2.0% |
| 1Y | +17.2% | +43.1% | -26.0% | +4.3% |
| 3Y | +68.2% | +297.7% | -229.5% | +12.5% |
| 5Y | +80.7% | +1,478.8% | -1,398.0% | -13.8% |
| 10Y | +253.3% | +1,633.4% | -1,380.1% | +41.7% |
| All | +1,117.4% | +704.1% | +413.3% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling