+1,604.6%
MOD vs CAPR
-75.6%
+1,680.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.3% |
| 7D | +9.6% | -2.0% | +11.6% | +9.6% |
| 30D | 0.0% | +139.2% | -139.2% | -2.6% |
| 3M | -35.4% | -66.4% | +31.0% | -34.6% |
| 6M | -7.3% | -63.1% | +55.9% | -6.5% |
| YTD | +45.8% | -67.4% | +113.2% | +47.2% |
| 1Y | +43.1% | +58.2% | -15.1% | +30.1% |
| 3Y | +297.7% | +42.2% | +255.5% | +246.3% |
| 5Y | +1,478.8% | +87.3% | +1,391.5% | +1,232.6% |
| All | +1,604.6% | -75.6% | +1,680.2% | +1,265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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