+3,144.9%
MMM vs MOD
+1,544.7%
+1,600.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.1% |
| 7D | +5.9% | -34.2% | +40.0% | +11.6% |
| 30D | +14.7% | -51.9% | +66.6% | +26.3% |
| 3M | +3.6% | -53.0% | +56.6% | +13.9% |
| 6M | +32.7% | -66.4% | +99.1% | +51.4% |
| YTD | +18.9% | -31.5% | +50.5% | +20.5% |
| 1Y | +16.4% | -39.6% | +55.9% | +19.4% |
| 3Y | +159.8% | +116.8% | +43.0% | +108.5% |
| 5Y | +47.2% | +713.8% | -666.6% | -6.6% |
| 10Y | +86.5% | +882.7% | -796.2% | +3.4% |
| All | +3,144.9% | +1,544.7% | +1,600.1% | +1,328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling