+94.2%
XLK vs MOD
+129.2%
-35.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.3% | +0.1% |
| 7D | -8.2% | -25.5% | +17.3% | -2.6% |
| 30D | -18.2% | -49.0% | +30.8% | -5.4% |
| 3M | -11.0% | -49.8% | +38.8% | +2.7% |
| 6M | -2.9% | -64.8% | +61.9% | +20.3% |
| YTD | +14.8% | -27.6% | +42.5% | +19.1% |
| 1Y | +14.5% | -35.2% | +49.7% | +20.8% |
| 3Y | +94.2% | +137.1% | -42.9% | +48.8% |
| All | +94.2% | +129.2% | -35.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling