+809.2%
MOD vs ALHC
-61.4%
+870.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.9% | +29.7% | +28.0% |
| 7D | +40.4% | +0.3% | +40.1% | +40.3% |
| 30D | -14.0% | -10.6% | -3.4% | -13.3% |
| 3M | -33.3% | -45.3% | +12.0% | -29.7% |
| 6M | -51.4% | -59.7% | +8.3% | -47.9% |
| YTD | +1.6% | -62.7% | +64.3% | +9.5% |
| 1Y | +5.4% | -56.1% | +61.5% | +11.2% |
| 3Y | +191.0% | +21.3% | +169.7% | +158.6% |
| 5Y | +1,093.1% | -66.0% | +1,159.1% | +1,032.5% |
| All | +809.2% | -61.4% | +870.6% | +733.4% |
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