+149.0%
JPM vs MOD
+138.1%
+10.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +1.2% | -17.8% | +19.0% | +2.9% |
| 30D | +2.7% | -43.2% | +46.0% | +9.0% |
| 3M | -4.5% | -46.0% | +41.6% | +1.7% |
| 6M | +14.3% | -62.2% | +76.6% | +25.9% |
| YTD | +8.2% | -22.8% | +31.0% | +7.0% |
| 1Y | +10.0% | -35.5% | +45.5% | +11.0% |
| 3Y | +149.0% | +128.2% | +20.7% | +108.4% |
| All | +149.0% | +138.1% | +10.8% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling