-11.2%
MDB vs MOD
-35.8%
+24.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.7% |
| 7D | -1.0% | -17.8% | +16.8% | +0.4% |
| 30D | -14.0% | -43.2% | +29.3% | -10.7% |
| 3M | -20.3% | -46.0% | +25.7% | -16.9% |
| 6M | +10.9% | -62.2% | +73.1% | +15.8% |
| YTD | -20.9% | -22.8% | +1.9% | -18.0% |
| 1Y | -11.2% | -35.5% | +24.3% | -5.8% |
| All | -11.2% | -35.8% | +24.6% | -5.8% |
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