+35.3%
MET vs MOD
-33.9%
+69.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.4% | +3.2% |
| 7D | +1.3% | -13.9% | +15.3% | +1.5% |
| 30D | +4.0% | -41.5% | +45.5% | +5.4% |
| 3M | +4.6% | -45.7% | +50.3% | +6.2% |
| 6M | +32.8% | -61.1% | +93.9% | +36.1% |
| YTD | +32.3% | -20.5% | +52.8% | +25.8% |
| All | +35.3% | -33.9% | +69.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling