+852.0%
MOD vs ALLE
+225.5%
+626.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -5.2% |
| 7D | -34.2% | 0.0% | -34.2% | -34.5% |
| 30D | -51.9% | +20.6% | -72.5% | -59.1% |
| 3M | -53.0% | +11.4% | -64.4% | -57.7% |
| 6M | -66.4% | +42.5% | -108.9% | -75.3% |
| YTD | -31.5% | +18.9% | -50.4% | -42.2% |
| 1Y | -39.6% | +14.2% | -53.7% | -47.2% |
| 3Y | +116.8% | +90.7% | +26.1% | +26.5% |
| 5Y | +713.8% | +52.5% | +661.3% | +456.2% |
| All | +852.0% | +225.5% | +626.5% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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