+1,127.6%
XLY vs MOD
+704.1%
+423.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.1% |
| 7D | -2.0% | +9.6% | -11.5% | -3.7% |
| 30D | -3.1% | 0.0% | -3.2% | -3.4% |
| 3M | -1.8% | -35.4% | +33.6% | +5.3% |
| 6M | -0.9% | -7.3% | +6.4% | -2.1% |
| YTD | -3.4% | +45.8% | -49.2% | -13.4% |
| 1Y | -1.5% | +43.1% | -44.7% | -12.5% |
| 3Y | +38.8% | +297.7% | -258.9% | -5.8% |
| 5Y | +30.5% | +1,478.8% | -1,448.3% | -35.4% |
| 10Y | +215.3% | +1,633.4% | -1,418.1% | +30.8% |
| All | +1,127.6% | +704.1% | +423.5% | +301.2% |
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