+13.9%
MCHP vs MOD
-33.9%
+47.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.9% | -4.5% | +2.5% |
| 7D | -19.2% | -13.9% | -5.3% | -16.3% |
| 30D | -18.6% | -41.5% | +22.9% | -5.7% |
| 3M | -26.9% | -45.7% | +18.8% | -14.1% |
| 6M | -37.2% | -61.1% | +23.9% | -19.2% |
| YTD | -1.8% | -20.5% | +18.7% | +18.9% |
| All | +13.9% | -33.9% | +47.8% | +41.7% |
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 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