+18,674.3%
COR vs MOD
+327.9%
+18,346.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.4% | +5.8% |
| 7D | +9.1% | -31.3% | +40.5% | +12.3% |
| 30D | +12.4% | -46.1% | +58.5% | +17.9% |
| 3M | +15.8% | -51.1% | +66.9% | +22.2% |
| 6M | +17.1% | -62.1% | +79.1% | +25.2% |
| YTD | +5.4% | -26.2% | +31.6% | +5.3% |
| 1Y | +3.5% | -32.6% | +36.1% | +3.8% |
| 3Y | +86.0% | +133.8% | -47.8% | +57.7% |
| 5Y | +196.7% | +792.8% | -596.0% | +112.2% |
| 10Y | +572.6% | +959.8% | -387.2% | +336.3% |
| All | +18,674.3% | +327.9% | +18,346.5% | +10,880.4% |
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 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