+69.7%
XYZ vs MOD
+116.8%
-47.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -2.8% |
| 7D | +9.2% | -34.2% | +43.4% | +16.9% |
| 30D | +9.8% | -51.9% | +61.7% | +25.5% |
| 3M | -0.2% | -53.0% | +52.8% | +14.1% |
| 6M | +18.0% | -66.4% | +84.3% | +42.3% |
| YTD | +29.1% | -31.5% | +60.7% | +25.8% |
| 1Y | +14.1% | -39.6% | +53.7% | +13.8% |
| All | +69.7% | +116.8% | -47.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling