+481.0%
JPM vs MOD
+915.9%
-434.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | -2.5% | +8.2% | -10.7% | -4.0% |
| 30D | +2.7% | -38.2% | +40.9% | +11.1% |
| 3M | -4.7% | -46.2% | +41.5% | +5.2% |
| 6M | +15.6% | -62.5% | +78.1% | +34.6% |
| YTD | +8.6% | -20.1% | +28.7% | +6.8% |
| 1Y | +10.9% | -29.7% | +40.6% | +11.1% |
| 3Y | +149.9% | +136.2% | +13.7% | +76.2% |
| 5Y | +131.9% | +820.4% | -688.4% | +11.1% |
| 10Y | +481.0% | +839.8% | -358.8% | +132.9% |
| All | +481.0% | +915.9% | -434.9% | +132.9% |
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