+28.4%
JD vs MOD
+857.0%
-828.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +4.2% |
| 7D | +11.7% | -34.2% | +45.9% | +17.2% |
| 30D | +8.1% | -51.9% | +60.0% | +18.0% |
| 3M | -12.0% | -53.0% | +41.1% | -4.1% |
| 6M | -3.5% | -66.4% | +62.8% | +8.7% |
| YTD | +3.3% | -31.5% | +34.9% | +3.7% |
| 1Y | -7.4% | -39.6% | +32.1% | -6.0% |
| 3Y | +16.6% | +116.8% | -100.2% | -9.0% |
| 5Y | -57.9% | +713.8% | -771.7% | -74.4% |
| All | +28.4% | +857.0% | -828.6% | -19.3% |
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 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