+713.8%
MOD vs ACGL
+174.7%
+539.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | -34.2% | +6.4% | -40.5% | -35.5% |
| 30D | -51.9% | +16.6% | -68.5% | -54.3% |
| 3M | -53.0% | +11.6% | -64.6% | -54.9% |
| 6M | -66.4% | +17.5% | -83.8% | -68.7% |
| YTD | -31.5% | +15.3% | -46.8% | -36.1% |
| 1Y | -39.6% | +26.3% | -65.9% | -45.9% |
| 3Y | +116.8% | +35.9% | +80.9% | +75.0% |
| 5Y | +713.8% | +168.2% | +545.6% | +276.4% |
| All | +713.8% | +174.7% | +539.1% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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