+388.8%
MCO vs MOD
+1,486.8%
-1,097.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -3.1% | +3.6% | -6.7% | -3.5% |
| 30D | -0.5% | -2.6% | +2.1% | -0.4% |
| 3M | +5.7% | -33.1% | +38.8% | +9.6% |
| 6M | +3.0% | -7.5% | +10.5% | +1.8% |
| YTD | -6.5% | +39.3% | -45.8% | -13.0% |
| 1Y | -5.8% | +34.3% | -40.0% | -12.8% |
| 3Y | +43.1% | +296.2% | -253.1% | +8.6% |
| 5Y | +29.5% | +1,504.6% | -1,475.1% | -21.7% |
| 10Y | +388.8% | +1,511.5% | -1,122.7% | +168.4% |
| All | +388.8% | +1,486.8% | -1,097.9% | +168.4% |
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