+87.7%
MET vs MOD
+796.3%
-708.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | +1.8% | -17.8% | +19.6% | +4.1% |
| 30D | +4.8% | -43.2% | +48.0% | +12.9% |
| 3M | +6.2% | -46.0% | +52.2% | +14.8% |
| 6M | +33.8% | -62.2% | +96.1% | +50.5% |
| YTD | +33.3% | -22.8% | +56.1% | +29.7% |
| 1Y | +36.3% | -35.5% | +71.8% | +36.0% |
| 3Y | +84.6% | +128.2% | -43.7% | +27.6% |
| 5Y | +87.7% | +791.6% | -703.9% | -10.2% |
| All | +87.7% | +796.3% | -708.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling