+113.1%
COP vs MOD
+720.4%
-607.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | -0.5% |
| 7D | -9.7% | -34.2% | +24.4% | -7.0% |
| 30D | +4.7% | -51.9% | +56.6% | +10.2% |
| 3M | +18.5% | -53.0% | +71.6% | +24.6% |
| 6M | +11.4% | -66.4% | +77.7% | +19.4% |
| YTD | +47.9% | -31.5% | +79.4% | +45.2% |
| 1Y | +59.3% | -39.6% | +98.9% | +57.9% |
| 3Y | +23.6% | +116.8% | -93.2% | +0.8% |
| 5Y | +113.1% | +713.8% | -600.7% | +48.3% |
| All | +113.1% | +720.4% | -607.3% | +48.3% |
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