+804.3%
XLK vs MOD
+1,486.8%
-682.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | +2.3% | +3.6% | -1.3% | +1.6% |
| 30D | +0.8% | -2.6% | +3.5% | +1.2% |
| 3M | +4.1% | -33.1% | +37.2% | +11.2% |
| 6M | +34.8% | -7.5% | +42.3% | +35.1% |
| YTD | +30.8% | +39.3% | -8.5% | +20.8% |
| 1Y | +42.4% | +34.3% | +8.1% | +31.2% |
| 3Y | +121.8% | +296.2% | -174.4% | +63.1% |
| 5Y | +146.6% | +1,504.6% | -1,358.0% | +40.6% |
| 10Y | +804.3% | +1,511.5% | -707.3% | +375.9% |
| All | +804.3% | +1,486.8% | -682.5% | +375.9% |
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 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