+177.3%
MCD vs MOD
+1,642.7%
-1,465.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.7% |
| 7D | -2.8% | +9.6% | -12.4% | -3.3% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | -35.4% | +29.8% | -3.8% |
| 6M | -21.9% | -7.3% | -14.6% | -22.3% |
| YTD | -14.7% | +45.8% | -60.5% | -17.7% |
| 1Y | -17.3% | +43.1% | -60.4% | -20.5% |
| 3Y | -2.2% | +297.7% | -299.8% | -17.2% |
| 5Y | +20.3% | +1,478.8% | -1,458.5% | -13.8% |
| All | +177.3% | +1,642.7% | -1,465.4% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling