+29.6%
MDT vs MOD
+300.6%
-271.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.1% |
| 7D | +3.2% | +9.6% | -6.4% | +3.2% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +16.0% | -35.4% | +51.4% | +16.4% |
| 6M | +0.2% | -7.3% | +7.5% | -0.2% |
| YTD | -0.3% | +45.8% | -46.1% | -1.0% |
| 1Y | +4.7% | +43.1% | -38.4% | +3.9% |
| All | +29.6% | +300.6% | -271.0% | +25.2% |
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 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