+31.4%
ALB vs MOD
+911.6%
-880.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.6% |
| 7D | +9.1% | -25.5% | +34.6% | +16.2% |
| 30D | -3.4% | -49.0% | +45.6% | +13.3% |
| 3M | -20.6% | -49.8% | +29.2% | -7.2% |
| 6M | -48.2% | -64.8% | +16.6% | -34.6% |
| YTD | -29.2% | -27.6% | -1.6% | -28.2% |
| 1Y | +10.0% | -35.2% | +45.2% | +13.7% |
| 3Y | -12.9% | +137.1% | -150.0% | -43.4% |
| 5Y | -61.3% | +760.3% | -821.6% | -83.6% |
| All | +31.4% | +911.6% | -880.2% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling