+1,034.1%
XLV vs MOD
+445.3%
+588.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +27.9% | -27.3% | -2.3% |
| 7D | +2.2% | +40.4% | -38.2% | -1.6% |
| 30D | +8.6% | -14.0% | +22.6% | +9.2% |
| 3M | +12.6% | -33.3% | +45.9% | +15.8% |
| 6M | +29.8% | -51.4% | +81.2% | +36.6% |
| YTD | +23.5% | +1.6% | +21.9% | +18.8% |
| 1Y | +25.7% | +5.4% | +20.3% | +20.1% |
| 3Y | +56.3% | +191.0% | -134.7% | +26.4% |
| 5Y | +53.1% | +1,093.1% | -1,040.0% | +1.0% |
| 10Y | +216.7% | +1,095.2% | -878.5% | +88.7% |
| All | +1,034.1% | +445.3% | +588.8% | +477.5% |
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