+192.2%
MCHP vs MOD
+1,504.3%
-1,312.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.8% | +6.3% | -3.6% | +1.0% |
| 30D | -12.8% | -1.7% | -11.2% | -12.6% |
| 3M | -19.2% | -30.1% | +10.9% | -10.9% |
| 6M | +14.5% | +2.7% | +11.8% | +12.8% |
| YTD | +17.1% | +44.1% | -27.0% | +3.5% |
| 1Y | +15.3% | +38.7% | -23.4% | +1.3% |
| 3Y | +0.5% | +309.8% | -309.3% | -39.2% |
| 5Y | +6.1% | +1,569.7% | -1,563.6% | -58.0% |
| 10Y | +192.2% | +1,520.5% | -1,328.2% | +5.2% |
| All | +192.2% | +1,504.3% | -1,312.0% | +5.2% |
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