+51.4%
JD vs MOD
+520.3%
-468.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -21.4% | +24.5% | +6.1% |
| 7D | +9.0% | -31.3% | +40.3% | +14.3% |
| 30D | +5.2% | -46.1% | +51.3% | +14.0% |
| 3M | -15.9% | -51.1% | +35.2% | -8.0% |
| 6M | -7.7% | -62.1% | +54.4% | +3.4% |
| YTD | +0.1% | -26.2% | +26.2% | -0.5% |
| 1Y | -9.7% | -32.6% | +22.8% | -9.6% |
| 3Y | +12.9% | +133.8% | -120.9% | -14.6% |
| 5Y | -60.6% | +792.8% | -853.3% | -77.4% |
| 10Y | +28.4% | +959.8% | -931.4% | -37.2% |
| All | +51.4% | +520.3% | -468.8% | -16.8% |
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