-6.7%
MCD vs MOD
-37.4%
+30.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -1.3% |
| 7D | +8.0% | -34.2% | +42.2% | +5.2% |
| 30D | +19.6% | -51.9% | +71.5% | +14.8% |
| 3M | +2.2% | -53.0% | +55.2% | -1.9% |
| 6M | -1.1% | -66.4% | +65.2% | -6.2% |
| YTD | -7.2% | -31.5% | +24.3% | -10.1% |
| 1Y | -6.7% | -39.6% | +32.9% | -10.3% |
| All | -6.7% | -37.4% | +30.7% | -10.3% |
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 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