+7,854.2%
MCO vs MOD
+448.7%
+7,405.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.9% | -8.8% | -0.7% |
| 7D | +1.0% | -13.9% | +14.9% | +2.8% |
| 30D | +10.1% | -41.5% | +51.6% | +19.7% |
| 3M | +7.2% | -45.7% | +52.9% | +17.4% |
| 6M | +13.8% | -61.1% | +74.9% | +29.9% |
| YTD | +0.7% | -20.5% | +21.2% | -1.7% |
| 1Y | +5.6% | -32.1% | +37.8% | +5.3% |
| 3Y | +54.1% | +146.5% | -92.4% | +9.9% |
| 5Y | +36.0% | +812.7% | -776.8% | -29.6% |
| 10Y | +457.5% | +966.8% | -509.3% | +133.4% |
| All | +7,854.2% | +448.7% | +7,405.5% | +2,592.3% |
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