-8.4%
MDB vs MOD
+116.8%
-125.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.3% | 0.0% | -5.7% |
| 7D | -20.9% | -34.2% | +13.3% | -14.2% |
| 30D | -15.6% | -51.9% | +36.3% | -2.7% |
| 3M | -19.1% | -53.0% | +34.0% | -6.3% |
| 6M | +14.2% | -66.4% | +80.6% | +37.7% |
| YTD | -27.4% | -31.5% | +4.1% | -27.9% |
| 1Y | -13.0% | -39.6% | +26.5% | -11.5% |
| All | -8.4% | +116.8% | -125.2% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling