+20.5%
C vs MOD
-37.3%
+57.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.4% |
| 7D | -2.4% | -25.5% | +23.2% | +1.4% |
| 30D | -6.0% | -49.0% | +43.0% | +3.8% |
| 3M | -10.5% | -49.8% | +39.3% | -1.4% |
| 6M | -5.7% | -64.8% | +59.1% | +8.9% |
| YTD | +4.1% | -27.6% | +31.8% | +7.5% |
| 1Y | +20.5% | -35.2% | +55.7% | +24.6% |
| All | +20.5% | -37.3% | +57.8% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling