+305.8%
CME vs MOD
+915.9%
-610.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +2.1% |
| 7D | +2.5% | +8.2% | -5.8% | +2.1% |
| 30D | +13.9% | -38.2% | +52.1% | +15.8% |
| 3M | +22.4% | -46.2% | +68.6% | +24.9% |
| 6M | +12.9% | -62.5% | +75.4% | +16.6% |
| YTD | +19.6% | -20.1% | +39.7% | +18.0% |
| 1Y | +17.7% | -29.7% | +47.4% | +16.6% |
| 3Y | +65.3% | +136.2% | -70.9% | +43.6% |
| 5Y | +75.1% | +820.4% | -745.2% | +29.3% |
| 10Y | +305.8% | +839.8% | -534.1% | +167.9% |
| All | +305.8% | +915.9% | -610.1% | +167.9% |
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