+78.8%
MMM vs MOD
+881.6%
-802.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | +7.0% | -17.8% | +24.8% | +9.1% |
| 30D | +18.4% | -43.2% | +61.6% | +27.0% |
| 3M | +4.5% | -46.0% | +50.5% | +12.4% |
| 6M | +33.4% | -62.2% | +95.7% | +49.6% |
| YTD | +20.0% | -22.8% | +42.8% | +18.8% |
| 1Y | +15.0% | -35.5% | +50.5% | +16.4% |
| 3Y | +165.0% | +128.2% | +36.8% | +105.7% |
| 5Y | +47.9% | +791.6% | -743.7% | -11.7% |
| All | +78.8% | +881.6% | -802.8% | +1.8% |
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