+28.9%
JD vs MOD
+1,005.7%
-976.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.9% | -12.4% | -3.8% |
| 7D | +7.9% | -13.9% | +21.8% | +9.3% |
| 30D | +4.8% | -41.5% | +46.3% | +11.4% |
| 3M | -13.9% | -45.7% | +31.8% | -8.0% |
| 6M | -5.8% | -61.1% | +55.3% | +4.1% |
| YTD | +2.4% | -20.5% | +22.9% | +0.7% |
| 1Y | -7.5% | -32.1% | +24.6% | -7.5% |
| 3Y | +20.9% | +146.5% | -125.6% | -7.2% |
| 5Y | -58.0% | +812.7% | -870.8% | -75.0% |
| 10Y | +28.9% | +966.8% | -937.9% | -19.9% |
| All | +28.9% | +1,005.7% | -976.8% | -19.9% |
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