-3.9%
MCD vs MOD
-33.0%
+29.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -21.4% | +28.0% | +4.9% |
| 7D | +11.9% | -31.3% | +43.2% | +9.4% |
| 30D | +20.2% | -46.1% | +66.4% | +16.4% |
| 3M | +5.2% | -51.1% | +56.3% | +1.5% |
| 6M | 0.0% | -62.1% | +62.1% | -4.4% |
| YTD | -6.5% | -26.2% | +19.7% | -9.0% |
| 1Y | -3.9% | -32.6% | +28.6% | -7.1% |
| All | -3.9% | -33.0% | +29.0% | -7.1% |
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