+133.1%
XLP vs MOD
+916.1%
-783.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -21.4% | +24.8% | +4.1% |
| 7D | +5.9% | -31.3% | +37.2% | +7.1% |
| 30D | +13.5% | -46.1% | +59.6% | +15.8% |
| 3M | +8.4% | -51.1% | +59.5% | +10.9% |
| 6M | +11.5% | -62.1% | +73.6% | +14.8% |
| YTD | +20.6% | -26.2% | +46.8% | +19.7% |
| 1Y | +24.3% | -32.6% | +56.9% | +23.6% |
| 3Y | +45.1% | +133.8% | -88.8% | +29.3% |
| 5Y | +44.6% | +792.8% | -748.1% | +14.2% |
| 10Y | +133.1% | +959.8% | -826.7% | +77.7% |
| All | +133.1% | +916.1% | -783.0% | +77.7% |
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