+194.4%
MET vs MOD
+1,079.7%
-885.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | -4.8% |
| 7D | +4.5% | +40.4% | -36.0% | -3.3% |
| 30D | +3.5% | -14.0% | +17.5% | +4.8% |
| 3M | +5.9% | -33.3% | +39.3% | +12.3% |
| 6M | +33.1% | -51.4% | +84.5% | +47.5% |
| YTD | +33.6% | +1.6% | +32.0% | +22.5% |
| 1Y | +32.7% | +5.4% | +27.3% | +19.7% |
| 3Y | +85.0% | +191.0% | -105.9% | +15.9% |
| 5Y | +85.6% | +1,093.1% | -1,007.6% | -25.7% |
| All | +194.4% | +1,079.7% | -885.2% | -0.6% |
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