+875.5%
MDB vs MOD
+366.7%
+508.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.7% |
| 7D | -11.4% | -25.5% | +14.2% | -7.1% |
| 30D | -13.8% | -49.0% | +35.2% | -3.7% |
| 3M | -15.5% | -49.8% | +34.4% | -5.3% |
| 6M | +17.9% | -64.8% | +82.7% | +37.4% |
| YTD | -25.5% | -27.6% | +2.2% | -24.9% |
| 1Y | -12.1% | -35.2% | +23.1% | -10.2% |
| 3Y | -5.9% | +137.1% | -143.0% | -26.4% |
| 5Y | -43.7% | +760.3% | -804.0% | -63.7% |
| All | +875.5% | +366.7% | +508.7% | +521.8% |
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