+137.1%
MOD vs ALC
+2.3%
+134.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.2% |
| 7D | -25.5% | +4.9% | -30.4% | -26.8% |
| 30D | -49.0% | +19.0% | -68.0% | -52.0% |
| 3M | -49.8% | +7.8% | -57.6% | -51.3% |
| 6M | -64.8% | +14.6% | -79.3% | -67.0% |
| YTD | -27.6% | -4.4% | -23.2% | -26.4% |
| 1Y | -35.2% | +1.4% | -36.6% | -36.1% |
| 3Y | +137.1% | +2.5% | +134.6% | +130.9% |
| All | +137.1% | +2.3% | +134.9% | +130.9% |
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