+212.4%
XLY vs MOD
+1,465.6%
-1,253.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | -3.9% | -3.9% | +0.1% | -3.3% |
| 30D | -6.1% | -9.6% | +3.5% | -4.8% |
| 3M | -1.2% | -30.6% | +29.4% | +3.7% |
| 6M | -1.8% | -10.9% | +9.2% | -2.1% |
| YTD | -5.9% | +34.3% | -40.1% | -13.3% |
| 1Y | -3.1% | +18.3% | -21.4% | -9.6% |
| 3Y | +36.0% | +281.9% | -245.9% | -2.5% |
| 5Y | +27.6% | +1,486.4% | -1,458.8% | -30.9% |
| All | +212.4% | +1,465.6% | -1,253.2% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling