+204.7%
CTVA vs MOD
+676.0%
-471.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +0.4% |
| 7D | +1.6% | -13.9% | +15.5% | +3.1% |
| 30D | -8.5% | -41.5% | +33.0% | -2.1% |
| 3M | +5.3% | -45.7% | +51.0% | +13.5% |
| 6M | -0.1% | -61.1% | +61.0% | +11.7% |
| YTD | +21.2% | -20.5% | +41.7% | +19.0% |
| 1Y | +27.0% | -32.1% | +59.1% | +27.1% |
| 3Y | +87.2% | +146.5% | -59.2% | +35.4% |
| 5Y | +77.9% | +812.7% | -734.8% | -8.9% |
| All | +204.7% | +676.0% | -471.3% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling