-12.1%
MDB vs MOD
-37.3%
+25.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.1% |
| 7D | -11.4% | -25.5% | +14.2% | -9.2% |
| 30D | -13.8% | -49.0% | +35.2% | -9.6% |
| 3M | -15.5% | -49.8% | +34.4% | -11.0% |
| 6M | +17.9% | -64.8% | +82.7% | +24.4% |
| YTD | -25.5% | -27.6% | +2.2% | -22.5% |
| 1Y | -12.1% | -35.2% | +23.1% | -8.4% |
| All | -12.1% | -37.3% | +25.2% | -8.4% |
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