+70.2%
FDX vs MOD
+116.8%
-46.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.3% | +3.4% | -3.1% |
| 7D | +2.9% | -34.2% | +37.1% | +7.0% |
| 30D | +9.6% | -51.9% | +61.5% | +17.9% |
| 3M | +2.4% | -53.0% | +55.4% | +10.0% |
| 6M | +9.2% | -66.4% | +75.6% | +21.4% |
| YTD | +37.7% | -31.5% | +69.3% | +39.7% |
| 1Y | +56.1% | -39.6% | +95.7% | +59.8% |
| All | +70.2% | +116.8% | -46.6% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling