+10,760.3%
JPM vs MOD
+1,819.7%
+8,940.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | -2.5% | +8.2% | -10.7% | -4.6% |
| 30D | +2.7% | -38.2% | +40.9% | +14.1% |
| 3M | -4.7% | -46.2% | +41.5% | +8.9% |
| 6M | +15.6% | -62.5% | +78.1% | +41.7% |
| YTD | +8.6% | -20.1% | +28.7% | +6.5% |
| 1Y | +10.9% | -29.7% | +40.6% | +11.4% |
| 3Y | +149.9% | +136.2% | +13.7% | +61.7% |
| 5Y | +131.9% | +820.4% | -688.4% | -5.0% |
| 10Y | +481.0% | +839.8% | -358.8% | +92.7% |
| All | +10,760.3% | +1,819.7% | +8,940.6% | +2,274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling