+186.4%
COP vs MOD
+1,486.5%
-1,300.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.4% |
| 7D | +3.0% | +9.6% | -6.6% | +2.2% |
| 30D | +17.5% | 0.0% | +17.5% | +17.3% |
| 3M | +13.4% | -35.4% | +48.7% | +16.9% |
| 6M | +17.7% | -7.3% | +25.0% | +16.1% |
| YTD | +46.6% | +45.8% | +0.8% | +36.6% |
| 1Y | +44.6% | +43.1% | +1.5% | +33.8% |
| 3Y | +20.7% | +297.7% | -277.0% | -5.6% |
| All | +186.4% | +1,486.5% | -1,300.1% | +84.2% |
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