+496.2%
MOD vs ALC
+34.7%
+461.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.8% |
| 7D | -34.2% | +7.6% | -41.8% | -37.0% |
| 30D | -51.9% | +21.1% | -73.0% | -56.8% |
| 3M | -53.0% | +8.5% | -61.5% | -55.7% |
| 6M | -66.4% | +2.8% | -69.2% | -67.9% |
| YTD | -31.5% | -2.4% | -29.2% | -32.9% |
| 1Y | -39.6% | +3.5% | -43.0% | -42.7% |
| 3Y | +116.8% | +4.2% | +112.6% | +99.5% |
| 5Y | +713.8% | -9.0% | +722.8% | +693.5% |
| All | +496.2% | +34.7% | +461.5% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling