-57.1%
JD vs MOD
+748.9%
-806.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.9% |
| 7D | +13.4% | -25.5% | +38.9% | +17.2% |
| 30D | +7.7% | -49.0% | +56.7% | +17.3% |
| 3M | -11.3% | -49.8% | +38.5% | -3.7% |
| 6M | -5.1% | -64.8% | +59.6% | +7.2% |
| YTD | +5.0% | -27.6% | +32.7% | +3.4% |
| 1Y | -5.6% | -35.2% | +29.6% | -6.1% |
| 3Y | +17.8% | +137.1% | -119.4% | -22.3% |
| All | -57.1% | +748.9% | -806.1% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling