+64.1%
COP vs MOD
-37.3%
+101.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.8% |
| 7D | -11.5% | -25.5% | +14.0% | -12.4% |
| 30D | +5.0% | -49.0% | +54.0% | +1.7% |
| 3M | +17.5% | -49.8% | +67.3% | +14.0% |
| 6M | +16.2% | -64.8% | +81.0% | +11.4% |
| YTD | +48.8% | -27.6% | +76.4% | +41.2% |
| 1Y | +64.1% | -35.2% | +99.3% | +57.6% |
| All | +64.1% | -37.3% | +101.4% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling