+521.1%
JPM vs MOD
+911.6%
-390.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.6% | -1.9% |
| 7D | -0.8% | -25.5% | +24.8% | +4.0% |
| 30D | +1.5% | -49.0% | +50.5% | +13.8% |
| 3M | -5.7% | -49.8% | +44.2% | +5.6% |
| 6M | +7.2% | -64.8% | +72.0% | +26.4% |
| YTD | +5.8% | -27.6% | +33.4% | +6.1% |
| 1Y | +8.8% | -35.2% | +44.0% | +10.6% |
| 3Y | +147.4% | +137.1% | +10.3% | +73.5% |
| 5Y | +125.3% | +760.3% | -635.0% | +9.0% |
| All | +521.1% | +911.6% | -390.5% | +145.7% |
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