+1,246.3%
MET vs MOD
+384.5%
+861.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.2% | -1.0% |
| 7D | -0.5% | -34.2% | +33.7% | +10.5% |
| 30D | +3.3% | -51.9% | +55.1% | +24.5% |
| 3M | +4.2% | -53.0% | +57.3% | +25.3% |
| 6M | +27.3% | -66.4% | +93.7% | +63.0% |
| YTD | +29.8% | -31.5% | +61.3% | +31.5% |
| 1Y | +30.2% | -39.6% | +69.8% | +34.9% |
| 3Y | +77.6% | +116.8% | -39.2% | +9.9% |
| 5Y | +82.3% | +713.8% | -631.5% | -31.2% |
| 10Y | +233.0% | +882.7% | -649.7% | -5.2% |
| All | +1,246.3% | +384.5% | +861.8% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling