-10.8%
MDLN vs MOD
+41.4%
-52.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +3.7% | +9.6% | -5.9% | +3.5% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | +6.2% | -35.4% | +41.6% | +6.6% |
| 6M | -14.7% | -7.3% | -7.4% | -16.1% |
| YTD | -12.9% | +45.8% | -58.7% | -7.8% |
| All | -10.8% | +41.4% | -52.2% | -4.8% |
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