+33.0%
ALB vs MOD
+920.5%
-887.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.5% |
| 7D | +5.3% | -17.8% | +23.1% | +9.2% |
| 30D | -6.3% | -43.2% | +37.0% | +6.8% |
| 3M | -27.4% | -46.0% | +18.6% | -16.9% |
| 6M | -53.1% | -62.2% | +9.2% | -41.9% |
| YTD | -32.3% | -22.8% | -9.5% | -32.6% |
| 1Y | -7.3% | -35.5% | +28.2% | -4.1% |
| 3Y | -14.9% | +128.2% | -143.2% | -44.1% |
| 5Y | -62.0% | +791.6% | -853.6% | -84.1% |
| 10Y | +33.0% | +886.3% | -853.3% | -46.1% |
| All | +33.0% | +920.5% | -887.5% | -46.1% |
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