+572.3%
MOD vs ALC
+30.3%
+542.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -17.8% | +2.3% | -20.2% | -19.5% |
| 30D | -43.2% | +15.5% | -58.8% | -47.9% |
| 3M | -46.0% | +0.6% | -46.6% | -47.2% |
| 6M | -62.2% | +18.4% | -80.6% | -66.6% |
| YTD | -22.8% | -5.6% | -17.2% | -23.2% |
| 1Y | -35.5% | 0.0% | -35.5% | -38.0% |
| 3Y | +128.2% | +2.8% | +125.4% | +110.6% |
| 5Y | +791.6% | -8.8% | +800.4% | +764.8% |
| All | +572.3% | +30.3% | +542.1% | +437.1% |
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