+7,983.2%
MDT vs MOD
+3,565.2%
+4,417.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.7% |
| 7D | +3.2% | +9.6% | -6.4% | +2.2% |
| 30D | +9.5% | 0.0% | +9.5% | +9.4% |
| 3M | +16.0% | -35.4% | +51.4% | +20.3% |
| 6M | +0.2% | -7.3% | +7.5% | -0.6% |
| YTD | -0.3% | +45.8% | -46.1% | -6.3% |
| 1Y | +4.7% | +43.1% | -38.4% | -2.2% |
| 3Y | +26.5% | +297.7% | -271.1% | 0.0% |
| 5Y | -18.2% | +1,478.8% | -1,496.9% | -47.1% |
| 10Y | +40.0% | +1,633.4% | -1,593.4% | -18.6% |
| All | +7,983.2% | +3,565.2% | +4,417.9% | +3,275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling