-1.6%
MDLN vs MOD
-28.4%
+26.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -21.4% | +39.8% | +16.8% |
| 7D | +24.7% | -31.3% | +56.0% | +23.2% |
| 30D | +12.7% | -46.1% | +58.8% | +11.8% |
| 3M | -4.0% | -51.1% | +47.1% | -4.7% |
| 6M | -8.7% | -62.1% | +53.4% | -9.7% |
| YTD | -3.9% | -26.2% | +22.2% | +0.9% |
| All | -1.6% | -28.4% | +26.8% | +4.2% |
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 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