-43.2%
MDB vs MOD
+832.8%
-876.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.9% | -5.2% | +2.1% |
| 7D | -0.9% | -13.9% | +13.0% | +2.1% |
| 30D | -15.2% | -41.5% | +26.4% | -3.7% |
| 3M | -17.9% | -45.7% | +27.8% | -5.2% |
| 6M | +9.3% | -61.1% | +70.4% | +33.0% |
| YTD | -22.0% | -20.5% | -1.5% | -24.8% |
| 1Y | -9.3% | -32.1% | +22.8% | -9.3% |
| 3Y | -10.4% | +146.5% | -156.8% | -49.6% |
| 5Y | -43.2% | +812.7% | -856.0% | -82.4% |
| All | -43.2% | +832.8% | -876.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling