+895.7%
MOD vs BOXX
+18.4%
+877.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.2% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | 0.0% | +0.4% | -0.3% | -0.5% |
| 3M | -35.4% | +1.0% | -36.4% | -36.1% |
| 6M | -7.3% | +2.0% | -9.2% | -10.5% |
| YTD | +45.8% | +2.6% | +43.2% | +36.4% |
| 1Y | +43.1% | +4.1% | +39.1% | +25.9% |
| 3Y | +297.7% | +14.7% | +283.0% | +261.7% |
| All | +895.7% | +18.4% | +877.3% | +1,077.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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