+198.0%
MET vs MOD
+920.5%
-722.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | +1.8% | -17.8% | +19.6% | +5.0% |
| 30D | +4.8% | -43.2% | +48.0% | +16.2% |
| 3M | +6.2% | -46.0% | +52.2% | +18.2% |
| 6M | +33.8% | -62.2% | +96.1% | +57.0% |
| YTD | +33.3% | -22.8% | +56.1% | +30.2% |
| 1Y | +36.3% | -35.5% | +71.8% | +37.5% |
| 3Y | +84.6% | +128.2% | -43.7% | +22.2% |
| 5Y | +87.7% | +791.6% | -703.9% | -19.4% |
| 10Y | +198.0% | +886.3% | -688.4% | +8.1% |
| All | +198.0% | +920.5% | -722.5% | +8.1% |
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