+12,781.7%
ECL vs MOD
+3,565.2%
+9,216.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.5% |
| 7D | -2.6% | +9.6% | -12.2% | -3.9% |
| 30D | -2.2% | 0.0% | -2.2% | -2.4% |
| 3M | +10.1% | -35.4% | +45.5% | +15.9% |
| 6M | -5.7% | -7.3% | +1.5% | -6.7% |
| YTD | +7.0% | +45.8% | -38.8% | -1.7% |
| 1Y | +2.7% | +43.1% | -40.5% | -6.3% |
| 3Y | +57.7% | +297.7% | -240.0% | +15.4% |
| 5Y | +31.1% | +1,478.8% | -1,447.6% | -25.6% |
| 10Y | +150.9% | +1,633.4% | -1,482.5% | +24.8% |
| All | +12,781.7% | +3,565.2% | +9,216.4% | +4,486.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling