+320.3%
COP vs MOD
+911.6%
-591.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.3% |
| 7D | -11.5% | -25.5% | +14.0% | -7.7% |
| 30D | +5.0% | -49.0% | +54.0% | +15.7% |
| 3M | +17.5% | -49.8% | +67.3% | +29.1% |
| 6M | +16.2% | -64.8% | +81.0% | +33.1% |
| YTD | +48.8% | -27.6% | +76.4% | +46.4% |
| 1Y | +64.1% | -35.2% | +99.3% | +63.4% |
| 3Y | +25.7% | +137.1% | -111.5% | -11.8% |
| 5Y | +114.4% | +760.3% | -645.9% | +4.2% |
| All | +320.3% | +911.6% | -591.4% | +97.8% |
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 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