+23.0%
MMM vs MOD
-33.0%
+56.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -21.4% | +31.0% | +10.0% |
| 7D | +12.2% | -31.3% | +43.6% | +13.6% |
| 30D | +18.8% | -46.1% | +65.0% | +22.1% |
| 3M | +7.4% | -51.1% | +58.5% | +10.9% |
| 6M | +38.3% | -62.1% | +100.4% | +44.5% |
| YTD | +22.9% | -26.2% | +49.0% | +22.4% |
| 1Y | +23.0% | -32.6% | +55.6% | +22.7% |
| All | +23.0% | -33.0% | +56.0% | +22.7% |
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