+459.4%
MCO vs MOD
+920.5%
-461.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | +1.4% | -17.8% | +19.2% | +3.0% |
| 30D | +10.0% | -43.2% | +53.2% | +15.9% |
| 3M | +7.0% | -46.0% | +53.1% | +13.0% |
| 6M | +13.7% | -62.2% | +75.9% | +23.5% |
| YTD | +0.6% | -22.8% | +23.4% | -1.2% |
| 1Y | +6.2% | -35.5% | +41.7% | +6.1% |
| 3Y | +51.9% | +128.2% | -76.4% | +21.4% |
| 5Y | +37.5% | +791.6% | -754.1% | -12.0% |
| 10Y | +459.4% | +886.3% | -426.9% | +236.7% |
| All | +459.4% | +920.5% | -461.1% | +236.7% |
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