+508.9%
XLP vs MOD
+704.1%
-195.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.1% |
| 7D | -1.0% | +9.6% | -10.6% | -1.7% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +3.8% | -35.4% | +39.2% | +6.6% |
| 6M | -1.7% | -7.3% | +5.5% | -2.4% |
| YTD | +10.3% | +45.8% | -35.5% | +5.3% |
| 1Y | +7.8% | +43.1% | -35.3% | +2.5% |
| 3Y | +27.2% | +297.7% | -270.5% | +6.9% |
| 5Y | +32.5% | +1,478.8% | -1,446.2% | -3.8% |
| 10Y | +101.8% | +1,633.4% | -1,531.6% | +34.8% |
| All | +508.9% | +704.1% | -195.2% | +263.1% |
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