+10.1%
MMM vs MOD
-6.2%
+16.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.8% | -1.4% |
| 7D | -0.4% | +40.4% | -40.8% | -1.1% |
| 30D | +12.1% | -14.0% | +26.1% | +13.4% |
| 3M | +1.4% | -33.3% | +34.8% | +4.2% |
| 6M | +26.6% | -51.4% | +78.0% | +32.5% |
| YTD | +16.8% | +1.6% | +15.2% | +15.1% |
| 1Y | +10.1% | +5.4% | +4.7% | +8.0% |
| All | +10.1% | -6.2% | +16.3% | +8.0% |
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