+1,379.5%
MOD vs AMCR
+105.2%
+1,274.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.5% |
| 7D | -25.5% | -5.3% | -20.2% | -24.3% |
| 30D | -49.0% | +8.7% | -57.8% | -51.2% |
| 3M | -49.8% | -3.3% | -46.5% | -49.8% |
| 6M | -64.8% | +15.1% | -79.8% | -67.5% |
| YTD | -27.6% | +12.4% | -40.1% | -32.9% |
| 1Y | -35.2% | +15.8% | -51.0% | -40.7% |
| 3Y | +137.1% | +16.7% | +120.4% | +112.5% |
| 5Y | +760.3% | -5.1% | +765.3% | +742.8% |
| 10Y | +938.8% | +21.5% | +917.3% | +811.3% |
| All | +1,379.5% | +105.2% | +1,274.3% | +1,177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling