+55.5%
MDT vs MOD
+137.0%
-81.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.1% |
| 7D | -3.2% | +8.2% | -11.4% | -3.0% |
| 30D | +10.5% | -38.2% | +48.7% | +10.2% |
| 3M | +13.0% | -46.2% | +59.2% | +12.6% |
| 6M | +38.7% | -62.5% | +101.2% | +38.7% |
| YTD | +8.5% | -20.1% | +28.6% | +7.2% |
| 1Y | +10.0% | -29.7% | +39.7% | +8.9% |
| All | +55.5% | +137.0% | -81.5% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling