-0.4%
MCO vs MOD
+45.0%
-45.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.0% |
| 7D | -4.2% | +9.6% | -13.7% | -3.8% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +10.1% | -35.4% | +45.5% | +9.3% |
| 6M | +5.3% | -7.3% | +12.5% | +4.2% |
| YTD | -2.7% | +45.8% | -48.5% | -4.1% |
| 1Y | -0.4% | +43.1% | -43.5% | -0.1% |
| All | -0.4% | +45.0% | -45.4% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling