+3,565.2%
MOD vs ALK
+839.9%
+2,725.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +9.6% | -0.7% | +10.2% | +9.8% |
| 30D | 0.0% | -19.2% | +19.3% | +8.6% |
| 3M | -35.4% | -1.5% | -33.9% | -35.5% |
| 6M | -7.3% | -13.1% | +5.8% | -3.6% |
| YTD | +45.8% | -16.4% | +62.2% | +53.3% |
| 1Y | +43.1% | -33.1% | +76.2% | +63.4% |
| 3Y | +297.7% | +0.6% | +297.0% | +272.2% |
| 5Y | +1,478.8% | -26.4% | +1,505.1% | +1,550.8% |
| 10Y | +1,633.4% | -34.2% | +1,667.5% | +1,647.3% |
| All | +3,565.2% | +839.9% | +2,725.4% | +1,188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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