+1,520.5%
MOD vs AMCR
+20.1%
+1,500.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.2% |
| 7D | +6.3% | -1.8% | +8.2% | +7.3% |
| 30D | -1.7% | -6.0% | +4.4% | +1.4% |
| 3M | -30.1% | +18.9% | -49.0% | -37.2% |
| 6M | +2.7% | +5.7% | -3.0% | -1.8% |
| YTD | +44.1% | +11.1% | +33.0% | +32.8% |
| 1Y | +38.7% | +14.4% | +24.3% | +25.5% |
| 3Y | +309.8% | +13.0% | +296.8% | +262.3% |
| 5Y | +1,569.7% | -7.5% | +1,577.2% | +1,556.6% |
| 10Y | +1,520.5% | +20.1% | +1,500.4% | +1,190.2% |
| All | +1,520.5% | +20.1% | +1,500.4% | +1,190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling