+7,350.9%
AMD vs MOD
+916.1%
+6,434.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.4% | +22.4% | +7.7% |
| 7D | -15.5% | -31.3% | +15.8% | -5.7% |
| 30D | -22.6% | -46.1% | +23.5% | -6.8% |
| 3M | -5.7% | -51.1% | +45.4% | +16.6% |
| 6M | +43.1% | -62.1% | +105.2% | +91.7% |
| YTD | +128.2% | -26.2% | +154.4% | +149.0% |
| 1Y | +95.5% | -32.6% | +128.0% | +116.7% |
| 3Y | +335.4% | +133.8% | +201.6% | +226.9% |
| 5Y | +255.5% | +792.8% | -537.3% | +84.9% |
| 10Y | +7,350.9% | +959.8% | +6,391.1% | +4,097.2% |
| All | +7,350.9% | +916.1% | +6,434.8% | +4,097.2% |
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 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