+791.6%
MOD vs ALHC
-63.9%
+855.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.4% | -3.5% |
| 7D | -17.8% | +3.8% | -21.6% | -18.4% |
| 30D | -43.2% | +1.7% | -44.9% | -43.5% |
| 3M | -46.0% | -44.3% | -1.7% | -43.0% |
| 6M | -62.2% | -57.2% | -5.0% | -59.6% |
| YTD | -22.8% | -61.2% | +38.4% | -16.8% |
| 1Y | -35.5% | -53.2% | +17.7% | -32.2% |
| 3Y | +128.2% | +27.8% | +100.4% | +98.4% |
| 5Y | +791.6% | -65.4% | +857.0% | +806.1% |
| All | +791.6% | -63.9% | +855.5% | +806.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling