-4.8%
MDB vs MOD
-6.2%
+1.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +27.9% | -29.5% | -3.8% |
| 7D | +6.8% | +40.4% | -33.6% | +3.5% |
| 30D | -6.2% | -14.0% | +7.8% | -6.0% |
| 3M | -29.2% | -33.3% | +4.1% | -28.5% |
| 6M | +10.3% | -51.4% | +61.7% | +11.5% |
| YTD | -20.4% | +1.6% | -22.0% | -17.3% |
| 1Y | -4.8% | +5.4% | -10.2% | -1.8% |
| All | -4.8% | -6.2% | +1.3% | -1.8% |
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 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