-13.2%
MCHP vs MOD
+201.5%
-214.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +27.9% | -28.5% | -8.8% |
| 7D | +5.7% | +40.4% | -34.7% | -5.7% |
| 30D | -13.4% | -14.0% | +0.6% | -11.2% |
| 3M | -20.1% | -33.3% | +13.2% | -12.0% |
| 6M | -35.5% | -51.4% | +15.9% | -22.2% |
| YTD | -1.6% | +1.6% | -3.2% | -5.6% |
| 1Y | +15.5% | +5.4% | +10.1% | +8.4% |
| 3Y | -13.2% | +191.0% | -204.2% | -54.0% |
| All | -13.2% | +201.5% | -214.6% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling