+321.2%
MOD vs AMCR
+7.6%
+313.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +9.6% | -1.9% | +11.5% | +10.3% |
| 30D | 0.0% | -4.1% | +4.1% | +1.5% |
| 3M | -35.4% | +21.7% | -57.0% | -41.2% |
| 6M | -7.3% | +1.5% | -8.8% | -9.7% |
| YTD | +45.8% | +13.1% | +32.7% | +35.5% |
| 1Y | +43.1% | +13.0% | +30.2% | +32.8% |
| All | +321.2% | +7.6% | +313.6% | +281.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling