-63.9%
XYZ vs MOD
+748.9%
-812.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.3% |
| 7D | +12.1% | -25.5% | +37.7% | +18.8% |
| 30D | +12.4% | -49.0% | +61.4% | +31.1% |
| 3M | +8.2% | -49.8% | +58.0% | +25.9% |
| 6M | +20.7% | -64.8% | +85.5% | +50.9% |
| YTD | +31.3% | -27.6% | +59.0% | +27.3% |
| 1Y | +20.5% | -35.2% | +55.7% | +19.3% |
| 3Y | +72.6% | +137.1% | -64.5% | -5.7% |
| All | -63.9% | +748.9% | -812.8% | -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