+124.3%
MOD vs ALC
+4.5%
+119.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.1% |
| 7D | -34.2% | +7.6% | -41.8% | -35.6% |
| 30D | -51.9% | +21.1% | -73.0% | -54.9% |
| 3M | -53.0% | +8.5% | -61.5% | -54.4% |
| 6M | -66.4% | +2.8% | -69.2% | -66.8% |
| YTD | -31.5% | -2.4% | -29.2% | -30.7% |
| 1Y | -39.6% | +3.5% | -43.0% | -40.6% |
| All | +124.3% | +4.5% | +119.9% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling