+79.1%
CME vs MOD
+1,486.5%
-1,407.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.2% |
| 7D | -1.6% | +9.6% | -11.2% | -1.5% |
| 30D | +6.2% | 0.0% | +6.2% | +6.2% |
| 3M | +10.4% | -35.4% | +45.8% | +10.1% |
| 6M | -9.5% | -7.3% | -2.3% | -9.8% |
| YTD | +6.0% | +45.8% | -39.8% | +5.6% |
| 1Y | +9.3% | +43.1% | -33.9% | +8.8% |
| 3Y | +57.7% | +297.7% | -240.0% | +48.3% |
| All | +79.1% | +1,486.5% | -1,407.4% | +48.5% |
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