+44.7%
XLU vs MOD
+1,517.7%
-1,473.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +0.9% |
| 7D | +2.1% | +6.3% | -4.2% | +1.7% |
| 30D | -0.4% | -1.7% | +1.3% | -0.3% |
| 3M | +0.5% | -30.1% | +30.6% | +2.3% |
| 6M | -5.8% | +2.7% | -8.5% | -6.8% |
| YTD | +3.1% | +44.1% | -40.9% | -0.5% |
| 1Y | +8.1% | +38.7% | -30.6% | +4.2% |
| 3Y | +50.5% | +309.8% | -259.3% | +32.0% |
| 5Y | +44.7% | +1,569.7% | -1,525.0% | +12.7% |
| All | +44.7% | +1,517.7% | -1,473.0% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling