-68.9%
XYZ vs MOD
+1,486.5%
-1,555.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.9% |
| 7D | -1.0% | +9.6% | -10.6% | -3.5% |
| 30D | -1.7% | 0.0% | -1.7% | -2.0% |
| 3M | +16.7% | -35.4% | +52.1% | +29.1% |
| 6M | +26.9% | -7.3% | +34.1% | +23.6% |
| YTD | +27.1% | +45.8% | -18.7% | +5.5% |
| 1Y | +9.3% | +43.1% | -33.9% | -10.8% |
| 3Y | +42.3% | +297.7% | -255.4% | -28.0% |
| All | -68.9% | +1,486.5% | -1,555.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling