+54.4%
MMM vs MOD
+1,642.7%
-1,588.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.5% |
| 7D | -3.3% | +9.6% | -12.9% | -4.7% |
| 30D | -7.0% | 0.0% | -7.0% | -7.2% |
| 3M | +10.8% | -35.4% | +46.2% | +17.2% |
| 6M | +5.8% | -7.3% | +13.0% | +4.8% |
| YTD | +6.8% | +45.8% | -39.0% | -2.1% |
| 1Y | +10.4% | +43.1% | -32.8% | +0.4% |
| 3Y | +104.7% | +297.7% | -193.0% | +48.6% |
| 5Y | +23.6% | +1,478.8% | -1,455.2% | -31.0% |
| All | +54.4% | +1,642.7% | -1,588.3% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling