+5,710.3%
AMD vs MOD
+857.0%
+4,853.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.3% | -10.0% | -15.0% |
| 7D | -28.6% | -34.2% | +5.5% | -19.0% |
| 30D | -37.7% | -51.9% | +14.1% | -22.0% |
| 3M | -16.1% | -53.0% | +36.9% | +5.4% |
| 6M | +13.8% | -66.4% | +80.2% | +58.6% |
| YTD | +88.8% | -31.5% | +120.4% | +111.7% |
| 1Y | +57.8% | -39.6% | +97.3% | +81.5% |
| 3Y | +260.3% | +116.8% | +143.4% | +178.2% |
| 5Y | +196.6% | +713.8% | -517.2% | +59.4% |
| All | +5,710.3% | +857.0% | +4,853.4% | +3,218.9% |
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