+49.9%
MCK vs MOD
-51.6%
+101.5%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +27.9% | -25.5% | +5.3% |
| 7D | +4.0% | +40.4% | -36.5% | +8.6% |
| 30D | +12.9% | -14.0% | +26.9% | +11.0% |
| 3M | +28.9% | -33.3% | +62.2% | +22.8% |
| 6M | +49.9% | -51.4% | +101.3% | +37.6% |
| All | +49.9% | -51.6% | +101.5% | +37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling