+661.5%
XLU vs MOD
+326.5%
+335.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.2% | +16.1% | -14.9% | -0.2% |
| 30D | +4.6% | -38.5% | +43.2% | +8.8% |
| 3M | +0.7% | -46.8% | +47.5% | +5.8% |
| 6M | -1.7% | -61.6% | +59.9% | +5.6% |
| YTD | +4.8% | -20.5% | +25.3% | +4.3% |
| 1Y | +0.2% | -28.0% | +28.2% | +0.3% |
| 3Y | +58.9% | +134.9% | -76.1% | +36.6% |
| 5Y | +52.8% | +833.2% | -780.4% | +11.3% |
| 10Y | +160.9% | +834.8% | -673.9% | +73.1% |
| All | +661.5% | +326.5% | +335.1% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling