+156.2%
FDX vs MOD
+857.0%
-700.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.3% | +3.4% | -2.5% |
| 7D | +2.9% | -34.2% | +37.1% | +10.2% |
| 30D | +9.6% | -51.9% | +61.5% | +24.1% |
| 3M | +2.4% | -53.0% | +55.4% | +15.6% |
| 6M | +9.2% | -66.4% | +75.6% | +29.8% |
| YTD | +37.7% | -31.5% | +69.3% | +40.1% |
| 1Y | +56.1% | -39.6% | +95.7% | +61.3% |
| 3Y | +68.9% | +116.8% | -47.9% | +20.4% |
| 5Y | +79.0% | +713.8% | -634.8% | -12.6% |
| All | +156.2% | +857.0% | -700.7% | +13.5% |
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