+791.6%
MOD vs CAPR
+151.3%
+640.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.9% | +7.0% | -2.7% |
| 7D | -17.8% | +7.6% | -25.5% | -18.0% |
| 30D | -43.2% | +13.3% | -56.5% | -43.4% |
| 3M | -46.0% | +130.4% | -176.4% | -47.0% |
| 6M | -62.2% | -70.8% | +8.6% | -61.9% |
| YTD | -22.8% | -69.3% | +46.5% | -22.3% |
| 1Y | -35.5% | +59.5% | -95.0% | -39.2% |
| 3Y | +128.2% | +216.8% | -88.6% | +79.5% |
| 5Y | +791.6% | +152.7% | +638.9% | +539.8% |
| All | +791.6% | +151.3% | +640.3% | +539.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling