+30.5%
JD vs MOD
+911.6%
-881.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.9% |
| 7D | +13.4% | -25.5% | +38.9% | +17.1% |
| 30D | +7.7% | -49.0% | +56.7% | +16.7% |
| 3M | -11.3% | -49.8% | +38.5% | -4.1% |
| 6M | -5.1% | -64.8% | +59.6% | +6.3% |
| YTD | +5.0% | -27.6% | +32.7% | +4.6% |
| 1Y | -5.6% | -35.2% | +29.6% | -5.1% |
| 3Y | +17.8% | +137.1% | -119.4% | -9.3% |
| 5Y | -57.2% | +760.3% | -817.5% | -74.2% |
| All | +30.5% | +911.6% | -881.1% | -18.5% |
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