-64.6%
XYZ vs MOD
+720.4%
-785.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -2.3% |
| 7D | +9.2% | -34.2% | +43.4% | +19.4% |
| 30D | +9.8% | -51.9% | +61.7% | +30.0% |
| 3M | -0.2% | -53.0% | +52.8% | +18.2% |
| 6M | +18.0% | -66.4% | +84.3% | +49.1% |
| YTD | +29.1% | -31.5% | +60.7% | +26.9% |
| 1Y | +14.1% | -39.6% | +53.7% | +15.1% |
| 3Y | +72.6% | +116.8% | -44.2% | -3.2% |
| 5Y | -64.6% | +713.8% | -778.4% | -90.9% |
| All | -64.6% | +720.4% | -785.0% | -90.9% |
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