+530.2%
MOD vs ALC
+31.8%
+498.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.6% |
| 7D | -25.5% | +4.9% | -30.4% | -28.0% |
| 30D | -49.0% | +19.0% | -68.0% | -53.9% |
| 3M | -49.8% | +7.8% | -57.6% | -52.6% |
| 6M | -64.8% | +14.6% | -79.3% | -68.2% |
| YTD | -27.6% | -4.4% | -23.2% | -28.4% |
| 1Y | -35.2% | +1.4% | -36.6% | -38.1% |
| 3Y | +137.1% | +2.5% | +134.6% | +119.4% |
| 5Y | +760.3% | -10.9% | +771.2% | +746.3% |
| All | +530.2% | +31.8% | +498.4% | +400.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling