+336.6%
MOD vs ACGL
+5,005.0%
-4,668.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | -34.2% | +6.4% | -40.5% | -36.2% |
| 30D | -51.9% | +16.6% | -68.5% | -55.3% |
| 3M | -53.0% | +11.6% | -64.6% | -55.7% |
| 6M | -66.4% | +17.5% | -83.8% | -69.4% |
| YTD | -31.5% | +15.3% | -46.8% | -37.5% |
| 1Y | -39.6% | +26.3% | -65.9% | -47.1% |
| 3Y | +116.8% | +35.9% | +80.9% | +77.3% |
| 5Y | +713.8% | +168.2% | +545.6% | +388.7% |
| 10Y | +882.7% | +352.0% | +530.7% | +373.8% |
| All | +336.6% | +5,005.0% | -4,668.4% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling