+923.9%
MDB vs MOD
+376.1%
+547.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.4% | +1.6% |
| 7D | -16.5% | -31.3% | +14.8% | -11.3% |
| 30D | -8.6% | -46.1% | +37.5% | +1.2% |
| 3M | -13.6% | -51.1% | +37.5% | -2.8% |
| 6M | +24.1% | -62.1% | +86.1% | +42.6% |
| YTD | -21.8% | -26.2% | +4.4% | -21.5% |
| 1Y | -7.7% | -32.6% | +24.8% | -6.4% |
| 3Y | -4.3% | +133.8% | -138.1% | -25.1% |
| 5Y | -38.6% | +792.8% | -831.4% | -60.7% |
| All | +923.9% | +376.1% | +547.8% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling