+815.6%
MOD vs AMCR
+20.2%
+795.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.4% |
| 7D | +8.2% | -8.5% | +16.7% | +13.2% |
| 30D | -38.2% | +6.8% | -44.9% | -41.0% |
| 3M | -46.2% | -5.0% | -41.2% | -45.7% |
| 6M | -62.5% | +13.9% | -76.4% | -66.1% |
| YTD | -20.1% | +11.2% | -31.3% | -27.5% |
| 1Y | -29.7% | +11.3% | -41.0% | -36.4% |
| 3Y | +136.2% | +15.4% | +120.8% | +103.0% |
| 5Y | +820.4% | -7.7% | +828.1% | +801.1% |
| All | +815.6% | +20.2% | +795.4% | +633.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling