+196.8%
ECL vs MOD
+911.6%
-714.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.3% |
| 7D | -0.8% | -25.5% | +24.8% | +2.2% |
| 30D | +8.1% | -49.0% | +57.1% | +16.1% |
| 3M | +6.4% | -49.8% | +56.2% | +14.0% |
| 6M | +14.8% | -64.8% | +79.5% | +27.0% |
| YTD | +15.5% | -27.6% | +43.1% | +15.1% |
| 1Y | +20.1% | -35.2% | +55.3% | +20.8% |
| 3Y | +77.8% | +137.1% | -59.4% | +37.9% |
| 5Y | +37.9% | +760.3% | -722.4% | -17.1% |
| All | +196.8% | +911.6% | -714.9% | +55.9% |
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