+570.5%
XYZ vs MOD
+1,044.7%
-474.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -21.4% | +36.7% | +20.7% |
| 7D | +16.5% | -31.3% | +47.8% | +26.1% |
| 30D | +15.0% | -46.1% | +61.1% | +32.0% |
| 3M | +3.5% | -51.1% | +54.7% | +21.2% |
| 6M | +21.9% | -62.1% | +83.9% | +48.6% |
| YTD | +34.6% | -26.2% | +60.8% | +32.6% |
| 1Y | +20.7% | -32.6% | +53.3% | +20.5% |
| 3Y | +80.0% | +133.8% | -53.8% | +15.8% |
| 5Y | -64.6% | +792.8% | -857.3% | -85.3% |
| 10Y | +619.5% | +959.8% | -340.3% | +131.1% |
| All | +570.5% | +1,044.7% | -474.2% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling