-15.4%
MDLN vs MOD
+39.8%
-55.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -5.2% |
| 7D | -1.2% | +6.3% | -7.5% | -1.3% |
| 30D | -1.5% | -1.7% | +0.1% | -1.5% |
| 3M | +2.6% | -30.1% | +32.7% | +2.6% |
| 6M | -20.9% | +2.7% | -23.6% | -22.2% |
| YTD | -17.4% | +44.1% | -61.5% | -12.6% |
| All | -15.4% | +39.8% | -55.2% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling