+110.7%
COP vs MOD
+832.8%
-722.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.9% | -11.2% | -2.1% |
| 7D | -8.4% | -13.9% | +5.5% | -7.6% |
| 30D | +0.3% | -41.5% | +41.8% | +3.9% |
| 3M | +15.1% | -45.7% | +60.8% | +19.6% |
| 6M | +19.8% | -61.1% | +80.9% | +26.9% |
| YTD | +46.8% | -20.5% | +67.3% | +42.5% |
| 1Y | +59.7% | -32.1% | +91.9% | +57.1% |
| 3Y | +28.7% | +146.5% | -117.8% | +4.0% |
| 5Y | +110.7% | +812.7% | -702.0% | +48.9% |
| All | +110.7% | +832.8% | -722.1% | +48.9% |
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 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