+328.9%
CME vs MOD
+911.6%
-582.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -0.7% |
| 7D | +0.9% | -25.5% | +26.5% | +1.9% |
| 30D | +13.2% | -49.0% | +62.2% | +15.9% |
| 3M | +16.3% | -49.8% | +66.1% | +19.0% |
| 6M | +7.1% | -64.8% | +71.9% | +10.9% |
| YTD | +15.8% | -27.6% | +43.5% | +14.7% |
| 1Y | +17.1% | -35.2% | +52.3% | +16.3% |
| 3Y | +63.2% | +137.1% | -74.0% | +40.8% |
| 5Y | +70.2% | +760.3% | -690.1% | +25.5% |
| All | +328.9% | +911.6% | -582.8% | +176.1% |
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 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