+479.1%
JPM vs MOD
+920.5%
-441.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | +1.2% | -17.8% | +19.0% | +4.1% |
| 30D | +2.7% | -43.2% | +46.0% | +12.8% |
| 3M | -4.5% | -46.0% | +41.6% | +5.3% |
| 6M | +14.3% | -62.2% | +76.6% | +32.8% |
| YTD | +8.2% | -22.8% | +31.0% | +7.1% |
| 1Y | +10.0% | -35.5% | +45.5% | +12.1% |
| 3Y | +149.0% | +128.2% | +20.7% | +76.9% |
| 5Y | +131.0% | +791.6% | -660.6% | +11.6% |
| 10Y | +479.1% | +886.3% | -407.2% | +135.3% |
| All | +479.1% | +920.5% | -441.4% | +135.3% |
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 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