-7.0%
MDB vs MOD
-30.7%
+23.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +11.6% | +16.1% | -4.5% | +9.9% |
| 30D | -8.9% | -38.5% | +29.6% | -6.0% |
| 3M | -22.4% | -46.8% | +24.4% | -19.3% |
| 6M | +10.1% | -61.6% | +71.7% | +14.6% |
| YTD | -19.0% | -20.5% | +1.5% | -16.1% |
| 1Y | -7.0% | -28.0% | +21.0% | -3.3% |
| All | -7.0% | -30.7% | +23.7% | -3.3% |
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 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