+19.9%
MDT vs MOD
-33.0%
+52.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -21.4% | +27.6% | +5.0% |
| 7D | +10.7% | -31.3% | +42.1% | +9.0% |
| 30D | +19.3% | -46.1% | +65.4% | +16.8% |
| 3M | +22.8% | -51.1% | +73.9% | +20.1% |
| 6M | +36.4% | -62.1% | +98.4% | +33.2% |
| YTD | +12.1% | -26.2% | +38.2% | +8.2% |
| 1Y | +19.9% | -32.6% | +52.5% | +15.9% |
| All | +19.9% | -33.0% | +52.9% | +15.9% |
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