+7,451.3%
CME vs MOD
+499.6%
+6,951.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +6.9% | +0.7% |
| 7D | +3.7% | -34.2% | +37.8% | +9.3% |
| 30D | +13.7% | -51.9% | +65.6% | +24.9% |
| 3M | +16.6% | -53.0% | +69.6% | +28.0% |
| 6M | +8.2% | -66.4% | +74.5% | +22.5% |
| YTD | +16.3% | -31.5% | +47.9% | +16.4% |
| 1Y | +19.1% | -39.6% | +58.7% | +20.5% |
| 3Y | +67.4% | +116.8% | -49.5% | +24.9% |
| 5Y | +71.0% | +713.8% | -642.8% | -5.8% |
| 10Y | +338.9% | +882.7% | -543.8% | +94.9% |
| All | +7,451.3% | +499.6% | +6,951.7% | +3,097.9% |
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 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