+20.1%
ECL vs MOD
-37.3%
+57.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -1.7% |
| 7D | -0.8% | -25.5% | +24.8% | -0.6% |
| 30D | +8.1% | -49.0% | +57.1% | +9.2% |
| 3M | +6.4% | -49.8% | +56.2% | +7.3% |
| 6M | +14.8% | -64.8% | +79.5% | +17.3% |
| YTD | +15.5% | -27.6% | +43.1% | +13.5% |
| 1Y | +20.1% | -35.2% | +55.3% | +17.9% |
| All | +20.1% | -37.3% | +57.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling