+85.0%
MET vs MOD
+201.5%
-116.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | -1.9% |
| 7D | +4.5% | +40.4% | -36.0% | +0.8% |
| 30D | +3.5% | -14.0% | +17.5% | +4.4% |
| 3M | +5.9% | -33.3% | +39.3% | +9.3% |
| 6M | +33.1% | -51.4% | +84.5% | +40.9% |
| YTD | +33.6% | +1.6% | +32.0% | +25.9% |
| 1Y | +32.7% | +5.4% | +27.3% | +23.8% |
| 3Y | +85.0% | +191.0% | -105.9% | +40.6% |
| All | +85.0% | +201.5% | -116.4% | +40.6% |
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 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