+131.0%
MCHP vs MOD
+1,005.7%
-874.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.9% | -4.5% | +2.6% |
| 7D | -19.2% | -13.9% | -5.3% | -16.4% |
| 30D | -18.6% | -41.5% | +22.9% | -6.3% |
| 3M | -26.9% | -45.7% | +18.8% | -14.7% |
| 6M | -37.2% | -61.1% | +23.9% | -19.9% |
| YTD | -1.8% | -20.5% | +18.7% | +0.9% |
| 1Y | +12.1% | -32.1% | +44.3% | +19.2% |
| 3Y | -10.0% | +146.5% | -156.5% | -37.8% |
| 5Y | -17.3% | +812.7% | -830.0% | -61.8% |
| 10Y | +131.0% | +966.8% | -835.8% | +3.8% |
| All | +131.0% | +1,005.7% | -874.7% | +3.8% |
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