+143.2%
XLU vs MOD
+1,486.8%
-1,343.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | +0.6% | +3.6% | -3.0% | +0.4% |
| 30D | -0.4% | -2.6% | +2.2% | -0.3% |
| 3M | -1.7% | -33.1% | +31.4% | +0.3% |
| 6M | -7.1% | -7.5% | +0.4% | -7.4% |
| YTD | +1.9% | +39.3% | -37.4% | -1.4% |
| 1Y | +6.1% | +34.3% | -28.1% | +2.5% |
| 3Y | +48.8% | +296.2% | -247.4% | +30.7% |
| 5Y | +43.8% | +1,504.6% | -1,460.8% | +13.3% |
| 10Y | +143.2% | +1,511.5% | -1,368.3% | +75.9% |
| All | +143.2% | +1,486.8% | -1,343.6% | +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