+6,781.2%
CME vs MOD
+1,198.8%
+5,582.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.9% |
| 7D | -1.6% | +9.6% | -11.2% | -2.9% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | +10.4% | -35.4% | +45.8% | +16.2% |
| 6M | -9.5% | -7.3% | -2.3% | -11.1% |
| YTD | +6.0% | +45.8% | -39.8% | -3.5% |
| 1Y | +9.3% | +43.1% | -33.9% | -1.6% |
| 3Y | +57.7% | +297.7% | -240.0% | +9.4% |
| 5Y | +77.7% | +1,478.8% | -1,401.1% | -9.7% |
| 10Y | +281.2% | +1,633.4% | -1,352.2% | +59.9% |
| All | +6,781.2% | +1,198.8% | +5,582.4% | +2,539.8% |
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