+72.6%
XYZ vs MOD
+129.2%
-56.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.7% |
| 7D | +12.1% | -25.5% | +37.7% | +17.2% |
| 30D | +12.4% | -49.0% | +61.4% | +27.0% |
| 3M | +8.2% | -49.8% | +58.0% | +22.0% |
| 6M | +20.7% | -64.8% | +85.5% | +44.5% |
| YTD | +31.3% | -27.6% | +59.0% | +26.7% |
| 1Y | +20.5% | -35.2% | +55.7% | +18.4% |
| 3Y | +72.6% | +137.1% | -64.5% | -0.8% |
| All | +72.6% | +129.2% | -56.6% | -0.8% |
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