+36.3%
MET vs MOD
-35.8%
+72.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.8% |
| 7D | +1.8% | -17.8% | +19.6% | +2.0% |
| 30D | +4.8% | -43.2% | +48.0% | +6.3% |
| 3M | +6.2% | -46.0% | +52.2% | +7.8% |
| 6M | +33.8% | -62.2% | +96.1% | +37.2% |
| YTD | +33.3% | -22.8% | +56.1% | +26.8% |
| 1Y | +36.3% | -35.5% | +71.8% | +30.7% |
| All | +36.3% | -35.8% | +72.2% | +30.7% |
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