+124.9%
AXP vs MOD
+133.8%
-9.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.4% | +23.6% | +5.2% |
| 7D | +4.6% | -31.3% | +35.9% | +9.8% |
| 30D | +9.7% | -46.1% | +55.9% | +19.2% |
| 3M | -3.8% | -51.1% | +47.4% | +5.7% |
| 6M | +4.8% | -62.1% | +66.9% | +18.0% |
| YTD | -9.1% | -26.2% | +17.1% | -11.2% |
| 1Y | -6.7% | -32.6% | +25.9% | -8.0% |
| All | +124.9% | +133.8% | -9.0% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling