+4,193.4%
FDX vs MOD
+1,673.7%
+2,519.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.4% | +25.0% | +7.7% |
| 7D | +8.1% | -31.3% | +39.5% | +15.4% |
| 30D | +13.9% | -46.1% | +60.0% | +26.9% |
| 3M | +5.5% | -51.1% | +56.7% | +19.0% |
| 6M | +15.1% | -62.1% | +77.2% | +34.5% |
| YTD | +43.2% | -26.2% | +69.4% | +44.3% |
| 1Y | +65.0% | -32.6% | +97.6% | +67.7% |
| 3Y | +75.7% | +133.8% | -58.2% | +27.7% |
| 5Y | +84.4% | +792.8% | -708.4% | -3.7% |
| 10Y | +174.4% | +959.8% | -785.4% | +21.0% |
| All | +4,193.4% | +1,673.7% | +2,519.7% | +1,478.0% |
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