+10.9%
JPM vs MOD
-33.2%
+44.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | -2.5% | +8.2% | -10.7% | -3.1% |
| 30D | +2.7% | -38.2% | +40.9% | +6.5% |
| 3M | -4.7% | -46.2% | +41.5% | -0.1% |
| 6M | +15.6% | -62.5% | +78.1% | +24.6% |
| YTD | +8.6% | -20.1% | +28.7% | +5.5% |
| 1Y | +10.9% | -29.7% | +40.6% | +8.1% |
| All | +10.9% | -33.2% | +44.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling