+15.3%
MCHP vs MOD
+40.7%
-25.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.8% | +6.3% | -3.6% | +0.9% |
| 30D | -12.8% | -1.7% | -11.2% | -12.6% |
| 3M | -19.2% | -30.1% | +10.9% | -11.3% |
| 6M | +14.5% | +2.7% | +11.8% | +18.7% |
| YTD | +17.1% | +44.1% | -27.0% | +17.4% |
| 1Y | +15.3% | +38.7% | -23.4% | +17.0% |
| All | +15.3% | +40.7% | -25.4% | +17.0% |
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