+162.4%
XLU vs MOD
+1,079.7%
-917.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +27.9% | -27.3% | -1.1% |
| 7D | +2.1% | +40.4% | -38.3% | -0.2% |
| 30D | +5.6% | -14.0% | +19.6% | +6.0% |
| 3M | +0.7% | -33.3% | +34.1% | +2.6% |
| 6M | -0.1% | -51.4% | +51.4% | +3.3% |
| YTD | +5.3% | +1.6% | +3.7% | +3.1% |
| 1Y | +2.2% | +5.4% | -3.2% | -0.4% |
| 3Y | +61.6% | +191.0% | -129.4% | +43.8% |
| 5Y | +53.6% | +1,093.1% | -1,039.6% | +22.0% |
| All | +162.4% | +1,079.7% | -917.2% | +90.2% |
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