+202.3%
ECL vs MOD
+1,079.7%
-877.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +27.9% | -26.3% | -1.6% |
| 7D | +2.9% | +40.4% | -37.6% | -1.5% |
| 30D | +7.5% | -14.0% | +21.5% | +8.3% |
| 3M | +12.2% | -33.3% | +45.6% | +16.1% |
| 6M | +24.6% | -51.4% | +76.0% | +32.5% |
| YTD | +18.8% | +1.6% | +17.2% | +13.4% |
| 1Y | +19.3% | +5.4% | +14.0% | +12.9% |
| 3Y | +78.2% | +191.0% | -112.8% | +35.2% |
| 5Y | +38.8% | +1,093.1% | -1,054.3% | -20.1% |
| All | +202.3% | +1,079.7% | -877.4% | +53.9% |
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