+2.7%
MDT vs MOD
+1,086.9%
-1,084.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +27.9% | -26.0% | +1.7% |
| 7D | +1.0% | +40.4% | -39.4% | +0.9% |
| 30D | +9.2% | -14.0% | +23.2% | +9.3% |
| 3M | +14.5% | -33.3% | +47.8% | +15.0% |
| 6M | +37.3% | -51.4% | +88.7% | +38.6% |
| YTD | +9.8% | +1.6% | +8.2% | +8.6% |
| 1Y | +10.5% | +5.4% | +5.2% | +9.1% |
| 3Y | +57.4% | +191.0% | -133.6% | +46.5% |
| All | +2.7% | +1,086.9% | -1,084.2% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling