+220.1%
C vs MOD
+1,005.7%
-785.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.9% | -7.4% | 0.0% |
| 7D | -0.9% | -13.9% | +13.0% | +1.8% |
| 30D | -5.4% | -41.5% | +36.1% | +6.5% |
| 3M | -9.2% | -45.7% | +36.6% | +3.4% |
| 6M | -1.8% | -61.1% | +59.3% | +19.4% |
| YTD | +6.7% | -20.5% | +27.2% | +5.9% |
| 1Y | +23.5% | -32.1% | +55.6% | +26.4% |
| 3Y | +219.8% | +146.5% | +73.3% | +107.8% |
| 5Y | +112.4% | +812.7% | -700.3% | -14.0% |
| 10Y | +220.1% | +966.8% | -746.7% | +5.0% |
| All | +220.1% | +1,005.7% | -785.6% | +5.0% |
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