+713.8%
MOD vs ALHC
-62.4%
+776.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.1% | -0.1% | -6.5% |
| 7D | -34.2% | -6.2% | -27.9% | -33.9% |
| 30D | -51.9% | -9.7% | -42.2% | -51.5% |
| 3M | -53.0% | -44.7% | -8.3% | -50.4% |
| 6M | -66.4% | -58.7% | -7.7% | -63.9% |
| YTD | -31.5% | -61.7% | +30.2% | -26.1% |
| 1Y | -39.6% | -55.7% | +16.1% | -36.1% |
| 3Y | +116.8% | +25.6% | +91.2% | +89.3% |
| 5Y | +713.8% | -65.8% | +779.6% | +696.1% |
| All | +713.8% | -62.4% | +776.2% | +696.1% |
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