+42,373.9%
MCHP vs MOD
+1,380.6%
+40,993.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.4% |
| 7D | +1.7% | +9.6% | -7.9% | -0.7% |
| 30D | -4.1% | 0.0% | -4.1% | -4.2% |
| 3M | -22.5% | -35.4% | +12.9% | -13.6% |
| 6M | +7.3% | -7.3% | +14.6% | +8.4% |
| YTD | +18.4% | +45.8% | -27.4% | +5.1% |
| 1Y | +18.1% | +43.1% | -25.0% | +3.9% |
| 3Y | -2.8% | +297.7% | -300.5% | -37.9% |
| 5Y | +5.5% | +1,478.8% | -1,473.3% | -54.2% |
| 10Y | +185.8% | +1,633.4% | -1,447.6% | +3.5% |
| All | +42,373.9% | +1,380.6% | +40,993.3% | +10,922.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling