+21.6%
MCD vs MOD
+1,486.5%
-1,464.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.5% |
| 7D | -2.8% | +9.6% | -12.4% | -2.9% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -5.6% | -35.4% | +29.8% | -5.2% |
| 6M | -21.9% | -7.3% | -14.6% | -22.1% |
| YTD | -14.7% | +45.8% | -60.5% | -15.8% |
| 1Y | -17.3% | +43.1% | -60.4% | -18.5% |
| 3Y | -2.2% | +297.7% | -299.8% | -12.6% |
| All | +21.6% | +1,486.5% | -1,464.8% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling