+992.7%
C vs MOD
+1,544.7%
-552.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.2% | -2.8% |
| 7D | -5.3% | -34.2% | +28.9% | +6.7% |
| 30D | -7.3% | -51.9% | +44.5% | +14.6% |
| 3M | -13.5% | -53.0% | +39.6% | +6.8% |
| 6M | -6.5% | -66.4% | +59.9% | +25.3% |
| YTD | +3.6% | -31.5% | +35.2% | +7.6% |
| 1Y | +18.9% | -39.6% | +58.5% | +26.7% |
| 3Y | +205.0% | +116.8% | +88.1% | +88.2% |
| 5Y | +109.4% | +713.8% | -604.4% | -25.2% |
| 10Y | +232.9% | +882.7% | -649.8% | -11.2% |
| All | +992.7% | +1,544.7% | -552.0% | +97.7% |
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