+506.0%
JPM vs MOD
+1,005.7%
-499.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.9% | -7.6% | +0.4% |
| 7D | +0.4% | -13.9% | +14.4% | +2.4% |
| 30D | +2.7% | -41.5% | +44.3% | +12.3% |
| 3M | -3.8% | -45.7% | +41.9% | +6.0% |
| 6M | +14.3% | -61.1% | +75.4% | +32.2% |
| YTD | +8.2% | -20.5% | +28.7% | +6.5% |
| 1Y | +11.0% | -32.1% | +43.1% | +12.0% |
| 3Y | +152.7% | +146.5% | +6.2% | +76.4% |
| 5Y | +130.8% | +812.7% | -681.9% | +10.8% |
| 10Y | +506.0% | +966.8% | -460.9% | +139.0% |
| All | +506.0% | +1,005.7% | -499.8% | +139.0% |
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