+14.5%
MDB vs MOD
+45.0%
-30.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -4.2% |
| 7D | -17.4% | +9.6% | -27.0% | -17.6% |
| 30D | -2.0% | 0.0% | -2.1% | -2.0% |
| 3M | -3.0% | -35.4% | +32.4% | -1.8% |
| 6M | +48.7% | -7.3% | +56.0% | +44.1% |
| YTD | -12.1% | +45.8% | -57.9% | -15.1% |
| 1Y | +14.5% | +43.1% | -28.6% | +9.5% |
| All | +14.5% | +45.0% | -30.5% | +9.5% |
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