+193.5%
ECL vs MOD
+920.5%
-727.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +0.4% | -17.8% | +18.3% | +2.2% |
| 30D | +8.6% | -43.2% | +51.8% | +15.1% |
| 3M | +7.9% | -46.0% | +53.9% | +14.6% |
| 6M | +21.0% | -62.2% | +83.3% | +32.8% |
| YTD | +17.5% | -22.8% | +40.3% | +16.2% |
| 1Y | +19.7% | -35.5% | +55.1% | +20.5% |
| 3Y | +77.4% | +128.2% | -50.8% | +38.9% |
| 5Y | +38.7% | +791.6% | -752.9% | -16.8% |
| 10Y | +193.5% | +886.3% | -692.8% | +54.7% |
| All | +193.5% | +920.5% | -727.0% | +54.7% |
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