+7,134.6%
MCK vs MOD
+867.0%
+6,267.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.9% |
| 7D | +1.7% | +9.6% | -7.8% | +0.8% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | +20.1% | -35.4% | +55.5% | +24.5% |
| 6M | -7.0% | -7.3% | +0.2% | -8.0% |
| YTD | +11.0% | +45.8% | -34.8% | +4.1% |
| 1Y | +31.8% | +43.1% | -11.3% | +22.9% |
| 3Y | +123.1% | +297.7% | -174.5% | +75.2% |
| 5Y | +351.7% | +1,478.8% | -1,127.1% | +189.9% |
| 10Y | +435.4% | +1,633.4% | -1,198.0% | +207.8% |
| All | +7,134.6% | +867.0% | +6,267.6% | +3,444.3% |
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