+29.4%
MMM vs MOD
+1,486.5%
-1,457.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.5% |
| 7D | -3.3% | +9.6% | -12.9% | -4.6% |
| 30D | -7.0% | 0.0% | -7.0% | -7.2% |
| 3M | +10.8% | -35.4% | +46.2% | +16.9% |
| 6M | +5.8% | -7.3% | +13.0% | +4.7% |
| YTD | +6.8% | +45.8% | -39.0% | -2.0% |
| 1Y | +10.4% | +43.1% | -32.8% | +0.4% |
| 3Y | +104.7% | +297.7% | -193.0% | +45.7% |
| All | +29.4% | +1,486.5% | -1,457.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling