+113.0%
COP vs MOD
+748.9%
-635.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.2% |
| 7D | -11.5% | -25.5% | +14.0% | -9.7% |
| 30D | +5.0% | -49.0% | +54.0% | +9.9% |
| 3M | +17.5% | -49.8% | +67.3% | +22.9% |
| 6M | +16.2% | -64.8% | +81.0% | +24.2% |
| YTD | +48.8% | -27.6% | +76.4% | +45.5% |
| 1Y | +64.1% | -35.2% | +99.3% | +61.6% |
| 3Y | +25.7% | +137.1% | -111.5% | +1.7% |
| All | +113.0% | +748.9% | -635.9% | +48.4% |
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