+539.0%
XRT vs MOD
+340.6%
+198.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.4% | -1.3% |
| 7D | +2.3% | -34.2% | +36.5% | +10.5% |
| 30D | +9.8% | -51.9% | +61.7% | +26.1% |
| 3M | -0.2% | -53.0% | +52.9% | +14.5% |
| 6M | +8.4% | -66.4% | +74.7% | +30.8% |
| YTD | +7.5% | -31.5% | +39.1% | +8.7% |
| 1Y | +13.2% | -39.6% | +52.7% | +16.5% |
| 3Y | +52.0% | +116.8% | -64.8% | +7.3% |
| 5Y | -3.2% | +713.8% | -717.0% | -52.3% |
| 10Y | +157.1% | +882.7% | -725.6% | +2.4% |
| All | +539.0% | +340.6% | +198.4% | +172.3% |
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 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