+810.7%
MOD vs AMCR
+18.6%
+792.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +16.1% | -4.5% | +20.5% | +18.7% |
| 30D | -38.5% | +4.9% | -43.4% | -40.8% |
| 3M | -46.8% | -4.6% | -42.2% | -46.5% |
| 6M | -61.6% | +15.2% | -76.8% | -65.5% |
| YTD | -20.5% | +9.7% | -30.3% | -27.4% |
| 1Y | -28.0% | +10.5% | -38.5% | -34.6% |
| 3Y | +134.9% | +13.8% | +121.1% | +103.2% |
| 5Y | +833.2% | -9.1% | +842.3% | +820.6% |
| All | +810.7% | +18.6% | +792.1% | +634.2% |
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