+54.3%
JD vs MOD
+1,125.0%
-1,070.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.2% |
| 7D | -1.7% | +9.6% | -11.3% | -3.0% |
| 30D | -13.2% | 0.0% | -13.2% | -13.4% |
| 3M | -3.2% | -35.4% | +32.2% | +2.1% |
| 6M | +15.2% | -7.3% | +22.5% | +13.7% |
| YTD | +2.0% | +45.8% | -43.8% | -7.1% |
| 1Y | -5.4% | +43.1% | -48.5% | -14.4% |
| 3Y | -9.1% | +297.7% | -306.8% | -35.5% |
| 5Y | -59.6% | +1,478.8% | -1,538.4% | -78.5% |
| 10Y | +26.2% | +1,633.4% | -1,607.2% | -40.7% |
| All | +54.3% | +1,125.0% | -1,070.7% | -22.3% |
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 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