+4,533.0%
COP vs MOD
+1,544.7%
+2,988.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | +0.1% |
| 7D | -9.7% | -34.2% | +24.4% | -3.7% |
| 30D | +4.7% | -51.9% | +56.6% | +17.1% |
| 3M | +18.5% | -53.0% | +71.6% | +32.3% |
| 6M | +11.4% | -66.4% | +77.7% | +29.1% |
| YTD | +47.9% | -31.5% | +79.4% | +48.8% |
| 1Y | +59.3% | -39.6% | +98.9% | +62.5% |
| 3Y | +23.6% | +116.8% | -93.2% | -6.2% |
| 5Y | +113.1% | +713.8% | -600.7% | +20.7% |
| 10Y | +329.1% | +882.7% | -553.6% | +110.8% |
| All | +4,533.0% | +1,544.7% | +2,988.3% | +1,509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling