+11,477.5%
AMD vs MOD
+3,565.2%
+7,912.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +141.5% |
| YTD | +123.0% | +45.8% | +77.2% | +97.0% |
| 1Y | +195.2% | +43.1% | +152.0% | +159.9% |
| 3Y | +336.3% | +297.7% | +38.7% | +165.5% |
| 5Y | +334.5% | +1,478.8% | -1,144.3% | +70.7% |
| 10Y | +6,259.1% | +1,633.4% | +4,625.7% | +1,864.1% |
| All | +11,477.5% | +3,565.2% | +7,912.2% | +2,020.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling