+160.8%
MMM vs MOD
+116.8%
+43.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.5% |
| 7D | +5.9% | -34.2% | +40.0% | +9.8% |
| 30D | +14.7% | -51.9% | +66.6% | +23.1% |
| 3M | +3.6% | -53.0% | +56.6% | +11.1% |
| 6M | +32.7% | -66.4% | +99.1% | +46.8% |
| YTD | +18.9% | -31.5% | +50.5% | +18.5% |
| 1Y | +16.4% | -39.6% | +55.9% | +17.2% |
| All | +160.8% | +116.8% | +43.9% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling