+5,919.9%
HON vs MOD
+1,638.7%
+4,281.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.9% |
| 7D | +0.8% | -25.5% | +26.3% | +5.8% |
| 30D | +5.7% | -49.0% | +54.7% | +18.8% |
| 3M | -8.3% | -49.8% | +41.5% | +2.7% |
| 6M | -2.4% | -64.8% | +62.3% | +15.3% |
| YTD | +9.0% | -27.6% | +36.6% | +10.5% |
| 1Y | +9.2% | -35.2% | +44.4% | +12.0% |
| 3Y | +26.3% | +137.1% | -110.8% | -8.0% |
| 5Y | +9.1% | +760.3% | -751.1% | -42.3% |
| 10Y | +163.4% | +938.8% | -775.4% | +14.6% |
| All | +5,919.9% | +1,638.7% | +4,281.3% | +1,709.0% |
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