+664.6%
MOD vs ALLE
+344.1%
+320.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.8% | -23.2% | -22.7% |
| 7D | -31.3% | +6.7% | -38.0% | -34.9% |
| 30D | -46.1% | +25.4% | -71.5% | -55.3% |
| 3M | -51.1% | +16.9% | -68.1% | -57.5% |
| 6M | -62.1% | +46.6% | -108.6% | -72.6% |
| YTD | -26.2% | +22.4% | -48.6% | -38.9% |
| 1Y | -32.6% | +17.7% | -50.3% | -42.2% |
| 3Y | +133.8% | +96.3% | +37.5% | +35.5% |
| 5Y | +792.8% | +57.4% | +735.4% | +503.5% |
| 10Y | +959.8% | +241.0% | +718.7% | +326.3% |
| All | +664.6% | +344.1% | +320.5% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling