+7,581.3%
MCO vs MOD
+942.0%
+6,639.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.9% |
| 7D | -4.2% | +9.6% | -13.7% | -5.8% |
| 30D | +2.2% | 0.0% | +2.2% | +1.9% |
| 3M | +10.1% | -35.4% | +45.5% | +17.4% |
| 6M | +5.3% | -7.3% | +12.5% | +3.2% |
| YTD | -2.7% | +45.8% | -48.5% | -13.5% |
| 1Y | -0.4% | +43.1% | -43.5% | -12.4% |
| 3Y | +49.0% | +297.7% | -248.6% | -1.1% |
| 5Y | +33.6% | +1,478.8% | -1,445.1% | -36.5% |
| 10Y | +395.3% | +1,633.4% | -1,238.1% | +93.6% |
| All | +7,581.3% | +942.0% | +6,639.3% | +2,262.7% |
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 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