-1.7%
XLK vs MOD
-61.4%
+59.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.2% |
| 7D | -1.2% | +8.2% | -9.4% | -3.4% |
| 30D | -11.2% | -38.2% | +27.0% | +0.7% |
| 3M | -6.2% | -46.2% | +40.0% | +10.0% |
| 6M | -1.7% | -62.5% | +60.8% | +27.5% |
| All | -1.7% | -61.4% | +59.7% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling