+321.2%
MOD vs CAPR
+40.5%
+280.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.1% |
| 3M | -35.4% | -66.4% | +31.0% | -35.0% |
| 6M | -7.3% | -63.1% | +55.9% | -6.9% |
| YTD | +45.8% | -67.4% | +113.2% | +46.5% |
| 1Y | +43.1% | +58.2% | -15.1% | +37.9% |
| All | +321.2% | +40.5% | +280.7% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling