+583.6%
JPM vs MOD
+1,504.3%
-920.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.4% | +6.3% | -6.7% | -1.6% |
| 30D | -1.1% | -1.7% | +0.5% | -1.1% |
| 3M | +14.1% | -30.1% | +44.3% | +20.8% |
| 6M | +23.3% | +2.7% | +20.6% | +19.3% |
| YTD | +11.3% | +44.1% | -32.8% | -0.5% |
| 1Y | +23.0% | +38.7% | -15.7% | +9.4% |
| 3Y | +162.6% | +309.8% | -147.2% | +68.8% |
| 5Y | +152.8% | +1,569.7% | -1,416.9% | +9.7% |
| 10Y | +583.6% | +1,520.5% | -936.8% | +141.1% |
| All | +583.6% | +1,504.3% | -920.6% | +141.1% |
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