+925.7%
XLV vs MOD
+704.1%
+221.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.5% |
| 7D | +0.2% | +9.6% | -9.4% | -0.8% |
| 30D | +4.4% | 0.0% | +4.4% | +4.3% |
| 3M | +13.2% | -35.4% | +48.6% | +17.5% |
| 6M | +10.1% | -7.3% | +17.4% | +9.1% |
| YTD | +11.7% | +45.8% | -34.1% | +4.8% |
| 1Y | +26.9% | +43.1% | -16.2% | +18.5% |
| 3Y | +35.0% | +297.7% | -262.7% | +6.7% |
| 5Y | +35.9% | +1,478.8% | -1,442.9% | -11.9% |
| 10Y | +179.0% | +1,633.4% | -1,454.4% | +61.5% |
| All | +925.7% | +704.1% | +221.6% | +407.7% |
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 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