+33,314.4%
MCHP vs MOD
+607.9%
+32,706.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +5.7% | -15.7% | -11.5% |
| 7D | -24.6% | -25.5% | +1.0% | -19.2% |
| 30D | -25.2% | -49.0% | +23.8% | -12.0% |
| 3M | -21.1% | -49.8% | +28.8% | -7.2% |
| 6M | -42.7% | -64.8% | +22.1% | -26.6% |
| YTD | -6.9% | -27.6% | +20.8% | -2.4% |
| 1Y | +0.9% | -35.2% | +36.1% | +7.6% |
| 3Y | -16.2% | +137.1% | -153.4% | -39.4% |
| 5Y | -24.1% | +760.3% | -784.4% | -61.9% |
| 10Y | +134.1% | +938.8% | -804.7% | -4.1% |
| All | +33,314.4% | +607.9% | +32,706.5% | +10,223.0% |
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 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