+52.9%
XLU vs MOD
+832.8%
-779.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.9% | -8.3% | +1.0% |
| 7D | +0.3% | -13.9% | +14.2% | +0.9% |
| 30D | +5.7% | -41.5% | +47.3% | +8.7% |
| 3M | +1.2% | -45.7% | +46.9% | +4.3% |
| 6M | -0.7% | -61.1% | +60.4% | +3.9% |
| YTD | +4.7% | -20.5% | +25.2% | +4.0% |
| 1Y | +0.4% | -32.1% | +32.6% | +0.6% |
| 3Y | +59.6% | +146.5% | -86.8% | +43.0% |
| 5Y | +52.9% | +812.7% | -759.8% | +24.9% |
| All | +52.9% | +832.8% | -779.9% | +24.9% |
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 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