+8,709.8%
MDT vs MOD
+1,638.7%
+7,071.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.7% | -8.6% | -3.5% |
| 7D | +5.4% | -25.5% | +31.0% | +8.0% |
| 30D | +19.1% | -49.0% | +68.1% | +26.4% |
| 3M | +19.5% | -49.8% | +69.3% | +26.6% |
| 6M | +33.5% | -64.8% | +98.2% | +45.2% |
| YTD | +8.7% | -27.6% | +36.3% | +8.5% |
| 1Y | +16.8% | -35.2% | +52.0% | +17.4% |
| 3Y | +53.0% | +137.1% | -84.2% | +26.2% |
| 5Y | -2.9% | +760.3% | -763.2% | -33.9% |
| 10Y | +61.4% | +938.8% | -877.4% | -2.4% |
| All | +8,709.8% | +1,638.7% | +7,071.1% | +3,825.4% |
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