+1,284.9%
XLK vs MOD
+288.3%
+996.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.3% | +0.3% |
| 7D | -8.2% | -25.5% | +17.3% | -3.1% |
| 30D | -18.2% | -49.0% | +30.8% | -6.9% |
| 3M | -11.0% | -49.8% | +38.8% | +1.1% |
| 6M | -2.9% | -64.8% | +61.9% | +17.5% |
| YTD | +14.8% | -27.6% | +42.5% | +18.1% |
| 1Y | +14.5% | -35.2% | +49.7% | +19.7% |
| 3Y | +94.2% | +137.1% | -42.9% | +47.6% |
| 5Y | +104.6% | +760.3% | -655.7% | +14.7% |
| 10Y | +690.2% | +938.8% | -248.6% | +260.5% |
| All | +1,284.9% | +288.3% | +996.6% | +399.0% |
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 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