+43.4%
XLK vs MOD
+45.0%
-1.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.2% |
| 7D | +0.9% | +9.6% | -8.7% | -1.1% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -2.9% | -35.4% | +32.4% | +4.8% |
| 6M | +34.3% | -7.3% | +41.5% | +36.3% |
| YTD | +30.4% | +45.8% | -15.4% | +24.1% |
| 1Y | +43.4% | +43.1% | +0.2% | +36.1% |
| All | +43.4% | +45.0% | -1.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling