+427.0%
MCK vs MOD
+1,553.3%
-1,126.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.2% |
| 7D | -2.9% | -2.8% | -0.2% | -2.8% |
| 30D | +0.4% | -5.1% | +5.6% | +0.6% |
| 3M | +12.1% | -30.3% | +42.4% | +13.9% |
| 6M | -5.4% | -5.6% | +0.2% | -6.3% |
| YTD | +7.8% | +41.8% | -34.0% | +3.7% |
| 1Y | +22.9% | +28.9% | -6.0% | +18.5% |
| 3Y | +110.7% | +304.1% | -193.4% | +77.6% |
| 5Y | +346.2% | +1,575.2% | -1,229.0% | +217.6% |
| All | +427.0% | +1,553.3% | -1,126.2% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling