+719.7%
XLK vs MOD
+1,079.7%
-360.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +27.9% | -29.9% | -7.0% |
| 7D | +3.4% | +40.4% | -37.1% | -3.6% |
| 30D | -10.6% | -14.0% | +3.4% | -9.3% |
| 3M | -10.6% | -33.3% | +22.7% | -5.5% |
| 6M | -3.5% | -51.4% | +47.9% | +7.3% |
| YTD | +18.7% | +1.6% | +17.1% | +14.1% |
| 1Y | +19.4% | +5.4% | +14.1% | +13.6% |
| 3Y | +94.5% | +191.0% | -96.5% | +48.9% |
| 5Y | +111.2% | +1,093.1% | -981.9% | +24.6% |
| All | +719.7% | +1,079.7% | -360.0% | +351.0% |
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