+271.1%
MOD vs CAPR
-99.1%
+370.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.7% | -7.2% |
| 7D | -34.2% | +29.7% | -63.9% | -34.6% |
| 30D | -51.9% | +11.0% | -62.8% | -52.0% |
| 3M | -53.0% | +118.8% | -171.9% | -54.1% |
| 6M | -66.4% | -73.9% | +7.6% | -66.0% |
| YTD | -31.5% | -70.2% | +38.7% | -31.0% |
| 1Y | -39.6% | +38.3% | -77.8% | -43.7% |
| 3Y | +116.8% | +199.7% | -82.8% | +92.9% |
| 5Y | +713.8% | +130.6% | +583.2% | +619.6% |
| 10Y | +882.7% | -68.5% | +951.2% | +722.2% |
| All | +271.1% | -99.1% | +370.2% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling