+211.3%
MCD vs MOD
+1,005.7%
-794.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +1.4% |
| 7D | +5.9% | -13.9% | +19.9% | +6.4% |
| 30D | +19.6% | -41.5% | +61.2% | +22.2% |
| 3M | +3.3% | -45.7% | +49.0% | +5.7% |
| 6M | +3.5% | -61.1% | +64.6% | +7.2% |
| YTD | -6.1% | -20.5% | +14.4% | -7.2% |
| 1Y | -3.7% | -32.1% | +28.5% | -4.2% |
| 3Y | +13.4% | +146.5% | -133.1% | -2.7% |
| 5Y | +25.2% | +812.7% | -787.6% | -8.8% |
| 10Y | +211.3% | +966.8% | -755.6% | +109.1% |
| All | +211.3% | +1,005.7% | -794.5% | +109.1% |
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 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