+73.1%
CME vs MOD
+1,086.9%
-1,013.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | +1.3% |
| 7D | +3.9% | +40.4% | -36.5% | +4.7% |
| 30D | +11.3% | -14.0% | +25.3% | +11.2% |
| 3M | +19.6% | -33.3% | +52.9% | +19.1% |
| 6M | +8.1% | -51.4% | +59.5% | +7.4% |
| YTD | +20.4% | +1.6% | +18.8% | +19.5% |
| 1Y | +16.5% | +5.4% | +11.1% | +15.6% |
| 3Y | +66.4% | +191.0% | -124.5% | +55.7% |
| All | +73.1% | +1,086.9% | -1,013.8% | +46.2% |
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