-5.0%
MCD vs MOD
-37.3%
+32.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -0.1% |
| 7D | +7.1% | -25.5% | +32.7% | +5.1% |
| 30D | +19.8% | -49.0% | +68.8% | +15.4% |
| 3M | +0.8% | -49.8% | +50.6% | -2.8% |
| 6M | -1.3% | -64.8% | +63.5% | -6.0% |
| YTD | -7.8% | -27.6% | +19.9% | -10.0% |
| 1Y | -5.0% | -35.2% | +30.2% | -7.9% |
| All | -5.0% | -37.3% | +32.4% | -7.9% |
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