+1,365.8%
XLK vs MOD
+328.7%
+1,037.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.5% |
| 7D | -1.2% | +8.2% | -9.4% | -2.8% |
| 30D | -11.2% | -38.2% | +27.0% | -2.9% |
| 3M | -6.2% | -46.2% | +40.0% | +5.1% |
| 6M | -1.7% | -62.5% | +60.8% | +17.3% |
| YTD | +21.5% | -20.1% | +41.6% | +22.5% |
| 1Y | +19.6% | -29.7% | +49.3% | +22.9% |
| 3Y | +97.9% | +136.2% | -38.3% | +50.5% |
| 5Y | +118.9% | +820.4% | -701.5% | +20.9% |
| 10Y | +726.5% | +839.8% | -113.3% | +286.2% |
| All | +1,365.8% | +328.7% | +1,037.1% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling