-3.1%
XLY vs MOD
+25.1%
-28.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.2% |
| 7D | -3.9% | -3.9% | +0.1% | -3.6% |
| 30D | -6.1% | -9.6% | +3.5% | -5.4% |
| 3M | -1.2% | -30.6% | +29.4% | +1.5% |
| 6M | -1.8% | -10.9% | +9.2% | -2.4% |
| YTD | -5.9% | +34.3% | -40.1% | -10.3% |
| 1Y | -3.1% | +18.3% | -21.4% | -7.3% |
| All | -3.1% | +25.1% | -28.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling