+935.2%
MDB vs MOD
+397.9%
+537.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.9% |
| 7D | -1.0% | -17.8% | +16.8% | +1.9% |
| 30D | -14.0% | -43.2% | +29.3% | -5.6% |
| 3M | -20.3% | -46.0% | +25.7% | -11.9% |
| 6M | +10.9% | -62.2% | +73.1% | +27.6% |
| YTD | -20.9% | -22.8% | +1.9% | -21.3% |
| 1Y | -11.2% | -35.5% | +24.3% | -9.1% |
| 3Y | -11.9% | +128.2% | -140.1% | -30.9% |
| 5Y | -40.2% | +791.6% | -831.8% | -61.8% |
| All | +935.2% | +397.9% | +537.3% | +552.2% |
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