+321.2%
MOD vs ALLE
+42.6%
+278.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.5% |
| 7D | +9.6% | -0.2% | +9.8% | +9.7% |
| 30D | 0.0% | -6.8% | +6.8% | +5.5% |
| 3M | -35.4% | +21.0% | -56.4% | -45.8% |
| 6M | -7.3% | +1.1% | -8.4% | -8.8% |
| YTD | +45.8% | -0.5% | +46.3% | +43.9% |
| 1Y | +43.1% | -7.3% | +50.4% | +50.7% |
| All | +321.2% | +42.6% | +278.6% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling