+109.4%
C vs MOD
+720.4%
-611.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.2% | -3.7% |
| 7D | -5.3% | -34.2% | +28.9% | +1.7% |
| 30D | -7.3% | -51.9% | +44.5% | +5.3% |
| 3M | -13.5% | -53.0% | +39.6% | -1.7% |
| 6M | -6.5% | -66.4% | +59.9% | +11.9% |
| YTD | +3.6% | -31.5% | +35.2% | +6.4% |
| 1Y | +18.9% | -39.6% | +58.5% | +24.1% |
| 3Y | +205.0% | +116.8% | +88.1% | +128.9% |
| 5Y | +109.4% | +713.8% | -604.4% | +8.1% |
| All | +109.4% | +720.4% | -611.0% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling