+5,979.9%
MCD vs MOD
+3,565.2%
+2,414.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.9% |
| 7D | -2.8% | +9.6% | -12.4% | -3.5% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | -35.4% | +29.8% | -2.9% |
| 6M | -21.9% | -7.3% | -14.6% | -22.4% |
| YTD | -14.7% | +45.8% | -60.5% | -18.8% |
| 1Y | -17.3% | +43.1% | -60.4% | -21.6% |
| 3Y | -2.2% | +297.7% | -299.8% | -19.0% |
| 5Y | +20.3% | +1,478.8% | -1,458.5% | -14.8% |
| 10Y | +180.7% | +1,633.4% | -1,452.7% | +82.1% |
| All | +5,979.9% | +3,565.2% | +2,414.7% | +2,992.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling