+11,596.6%
LIN vs MOD
+806.9%
+10,789.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.0% | +5.8% |
| 7D | +3.3% | -31.3% | +34.6% | +8.6% |
| 30D | +8.8% | -46.1% | +54.9% | +18.4% |
| 3M | +8.6% | -51.1% | +59.8% | +19.3% |
| 6M | +7.0% | -62.1% | +69.1% | +20.5% |
| YTD | +24.3% | -26.2% | +50.5% | +24.0% |
| 1Y | +27.3% | -32.6% | +59.8% | +27.7% |
| 3Y | +38.9% | +133.8% | -94.9% | +5.4% |
| 5Y | +69.4% | +792.8% | -723.4% | -2.2% |
| 10Y | +440.7% | +959.8% | -519.0% | +165.2% |
| All | +11,596.6% | +806.9% | +10,789.7% | +4,553.5% |
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