+6,406.4%
AMD vs MOD
+1,642.7%
+4,763.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +3.4% |
| 7D | +2.6% | +9.6% | -7.0% | -0.3% |
| 30D | -0.9% | 0.0% | -1.0% | -1.0% |
| 3M | -8.7% | -35.4% | +26.7% | +4.6% |
| 6M | +136.3% | -7.3% | +143.6% | +142.1% |
| YTD | +123.0% | +45.8% | +77.2% | +98.7% |
| 1Y | +195.2% | +43.1% | +152.0% | +162.2% |
| 3Y | +336.3% | +297.7% | +38.7% | +176.6% |
| 5Y | +334.5% | +1,478.8% | -1,144.3% | +87.4% |
| All | +6,406.4% | +1,642.7% | +4,763.7% | +2,406.4% |
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