+321.2%
MOD vs ALC
-13.3%
+334.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.2% |
| 7D | +9.6% | -2.1% | +11.7% | +10.5% |
| 30D | 0.0% | -0.1% | +0.1% | -0.2% |
| 3M | -35.4% | +5.9% | -41.3% | -37.6% |
| 6M | -7.3% | -15.9% | +8.7% | +0.3% |
| YTD | +45.8% | -10.1% | +55.9% | +51.8% |
| 1Y | +43.1% | -10.2% | +53.4% | +48.7% |
| All | +321.2% | -13.3% | +334.5% | +352.6% |
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