+81.5%
MET vs MOD
+116.8%
-35.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.2% | -2.3% |
| 7D | -0.5% | -34.2% | +33.7% | +3.3% |
| 30D | +3.3% | -51.9% | +55.1% | +10.6% |
| 3M | +4.2% | -53.0% | +57.3% | +11.6% |
| 6M | +27.3% | -66.4% | +93.7% | +39.9% |
| YTD | +29.8% | -31.5% | +61.3% | +27.6% |
| 1Y | +30.2% | -39.6% | +69.8% | +29.5% |
| All | +81.5% | +116.8% | -35.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling