+135.7%
XLP vs MOD
+881.6%
-746.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | +2.3% | -17.8% | +20.2% | +2.9% |
| 30D | +9.1% | -43.2% | +52.3% | +11.2% |
| 3M | +7.9% | -46.0% | +53.9% | +10.0% |
| 6M | +9.6% | -62.2% | +71.8% | +13.0% |
| YTD | +19.4% | -22.8% | +42.2% | +18.3% |
| 1Y | +22.4% | -35.5% | +57.8% | +22.0% |
| 3Y | +43.2% | +128.2% | -85.0% | +27.8% |
| 5Y | +42.6% | +791.6% | -749.0% | +12.4% |
| All | +135.7% | +881.6% | -746.0% | +75.9% |
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