+1,184.6%
XLY vs MOD
+445.3%
+739.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -5.5% |
| 7D | +2.0% | +40.4% | -38.4% | -5.0% |
| 30D | +7.6% | -14.0% | +21.6% | +8.7% |
| 3M | +1.5% | -33.3% | +34.9% | +6.9% |
| 6M | +1.5% | -51.4% | +52.9% | +11.6% |
| YTD | +1.1% | +1.6% | -0.5% | -5.2% |
| 1Y | +4.3% | +5.4% | -1.1% | -3.5% |
| 3Y | +51.8% | +191.0% | -139.2% | +7.2% |
| 5Y | +22.8% | +1,093.1% | -1,070.4% | -37.3% |
| 10Y | +233.4% | +1,095.2% | -861.8% | +45.6% |
| All | +1,184.6% | +445.3% | +739.3% | +341.2% |
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 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