+205.4%
CTVA vs MOD
+679.8%
-474.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -1.0% | +8.2% | -9.2% | -2.2% |
| 30D | -8.7% | -38.2% | +29.4% | -3.1% |
| 3M | +6.4% | -46.2% | +52.6% | +14.9% |
| 6M | -1.9% | -62.5% | +60.7% | +10.4% |
| YTD | +21.5% | -20.1% | +41.6% | +19.2% |
| 1Y | +24.3% | -29.7% | +54.0% | +23.6% |
| 3Y | +91.8% | +136.2% | -44.4% | +40.0% |
| 5Y | +78.4% | +820.4% | -741.9% | -8.8% |
| All | +205.4% | +679.8% | -474.3% | +24.4% |
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 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