+209.9%
MET vs MOD
+1,005.7%
-795.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.4% | +1.4% |
| 7D | +1.3% | -13.9% | +15.3% | +3.6% |
| 30D | +4.0% | -41.5% | +45.5% | +14.7% |
| 3M | +4.6% | -45.7% | +50.3% | +16.4% |
| 6M | +32.8% | -61.1% | +93.9% | +55.0% |
| YTD | +32.3% | -20.5% | +52.8% | +28.5% |
| 1Y | +37.1% | -32.1% | +69.3% | +36.8% |
| 3Y | +86.8% | +146.5% | -59.6% | +21.3% |
| 5Y | +87.4% | +812.7% | -725.3% | -20.1% |
| 10Y | +209.9% | +966.8% | -756.9% | +9.6% |
| All | +209.9% | +1,005.7% | -795.8% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling