+6,351.7%
AMD vs MOD
+911.6%
+5,440.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +9.2% |
| 7D | -11.0% | -25.5% | +14.5% | -3.0% |
| 30D | -30.5% | -49.0% | +18.5% | -14.4% |
| 3M | -8.2% | -49.8% | +41.6% | +13.1% |
| 6M | +6.6% | -64.8% | +71.3% | +46.4% |
| YTD | +109.7% | -27.6% | +137.3% | +131.2% |
| 1Y | +88.9% | -35.2% | +124.1% | +112.9% |
| 3Y | +301.8% | +137.1% | +164.7% | +202.6% |
| 5Y | +229.4% | +760.3% | -530.9% | +74.1% |
| All | +6,351.7% | +911.6% | +5,440.1% | +3,525.2% |
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