-49.2%
ALB vs MOD
-65.4%
+16.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.3% | +10.9% | +4.3% |
| 7D | +5.5% | -34.2% | +39.6% | +10.3% |
| 30D | -7.5% | -51.9% | +44.4% | +1.6% |
| 3M | -16.9% | -53.0% | +36.1% | -8.7% |
| 6M | -49.2% | -66.4% | +17.1% | -40.2% |
| All | -49.2% | -65.4% | +16.2% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling