+233.4%
XLY vs MOD
+1,079.7%
-846.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -4.6% |
| 7D | +2.0% | +40.4% | -38.4% | -3.7% |
| 30D | +7.6% | -14.0% | +21.6% | +8.6% |
| 3M | +1.5% | -33.3% | +34.9% | +6.2% |
| 6M | +1.5% | -51.4% | +52.9% | +10.2% |
| YTD | +1.1% | +1.6% | -0.5% | -4.4% |
| 1Y | +4.3% | +5.4% | -1.1% | -2.5% |
| 3Y | +51.8% | +191.0% | -139.2% | +11.9% |
| 5Y | +22.8% | +1,093.1% | -1,070.4% | -31.7% |
| All | +233.4% | +1,079.7% | -846.2% | +68.2% |
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