+784.9%
MOD vs ALC
+30.4%
+754.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.2% | +24.7% | +26.4% |
| 7D | +40.4% | -1.1% | +41.5% | +41.4% |
| 30D | -14.0% | +16.0% | -30.1% | -21.1% |
| 3M | -33.3% | +0.8% | -34.2% | -34.7% |
| 6M | -51.4% | +16.8% | -68.2% | -56.5% |
| YTD | +1.6% | -5.5% | +7.1% | +1.2% |
| 1Y | +5.4% | -5.3% | +10.6% | +4.8% |
| 3Y | +191.0% | +4.1% | +186.9% | +167.2% |
| 5Y | +1,093.1% | -7.1% | +1,100.2% | +1,047.0% |
| All | +784.9% | +30.4% | +754.6% | +608.1% |
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