+1,163.5%
C vs MOD
+3,565.2%
-2,401.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.7% |
| 7D | +3.6% | +9.6% | -6.0% | +0.6% |
| 30D | +0.1% | 0.0% | 0.0% | -0.3% |
| 3M | +2.4% | -35.4% | +37.8% | +15.5% |
| 6M | +24.9% | -7.3% | +32.2% | +23.2% |
| YTD | +19.8% | +45.8% | -26.0% | +0.5% |
| 1Y | +44.9% | +43.1% | +1.7% | +19.6% |
| 3Y | +263.0% | +297.7% | -34.7% | +88.3% |
| 5Y | +129.5% | +1,478.8% | -1,349.2% | -31.9% |
| 10Y | +291.6% | +1,633.4% | -1,341.8% | -10.3% |
| All | +1,163.5% | +3,565.2% | -2,401.7% | +83.7% |
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