+966.8%
MOD vs AMCR
+22.3%
+944.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.6% |
| 7D | -13.9% | -7.9% | -6.0% | -10.7% |
| 30D | -41.5% | +8.2% | -49.7% | -44.6% |
| 3M | -45.7% | -4.3% | -41.4% | -45.3% |
| 6M | -61.1% | +16.6% | -77.7% | -65.2% |
| YTD | -20.5% | +13.1% | -33.6% | -28.5% |
| 1Y | -32.1% | +14.4% | -46.5% | -39.4% |
| 3Y | +146.5% | +18.4% | +128.1% | +109.0% |
| 5Y | +812.7% | -5.8% | +818.5% | +784.5% |
| 10Y | +966.8% | +22.3% | +944.6% | +748.0% |
| All | +966.8% | +22.3% | +944.6% | +748.0% |
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