+161.1%
XLU vs MOD
+827.6%
-666.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | +0.5% | +8.2% | -7.7% | 0.0% |
| 30D | +5.3% | -38.2% | +43.4% | +8.0% |
| 3M | +1.2% | -46.2% | +47.4% | +4.5% |
| 6M | -1.6% | -62.5% | +61.0% | +3.5% |
| YTD | +4.8% | -20.1% | +24.9% | +4.3% |
| 1Y | +0.5% | -29.7% | +30.2% | +0.6% |
| 3Y | +58.9% | +136.2% | -77.3% | +43.4% |
| 5Y | +52.7% | +820.4% | -767.6% | +23.4% |
| All | +161.1% | +827.6% | -666.4% | +92.4% |
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