+547.5%
MOD vs ALHC
-61.5%
+609.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.0% |
| 7D | -25.5% | +1.0% | -26.5% | -25.8% |
| 30D | -49.0% | -14.2% | -34.9% | -48.4% |
| 3M | -49.8% | -45.1% | -4.7% | -47.1% |
| 6M | -64.8% | -59.5% | -5.2% | -62.2% |
| YTD | -27.6% | -62.8% | +35.2% | -21.9% |
| 1Y | -35.2% | -55.5% | +20.3% | -31.7% |
| 3Y | +137.1% | +25.7% | +111.5% | +109.9% |
| 5Y | +760.3% | -66.8% | +827.1% | +717.0% |
| All | +547.5% | -61.5% | +609.0% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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