+694.5%
MOD vs CAPR
-99.1%
+793.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -35.4% | -66.4% | +31.0% | -34.8% |
| 6M | -7.3% | -63.1% | +55.9% | -6.7% |
| YTD | +45.8% | -67.4% | +113.2% | +46.9% |
| 1Y | +43.1% | +58.2% | -15.1% | +32.9% |
| 3Y | +297.7% | +42.2% | +255.5% | +260.2% |
| 5Y | +1,478.8% | +87.3% | +1,391.5% | +1,304.6% |
| 10Y | +1,633.4% | -75.3% | +1,708.7% | +1,356.3% |
| All | +694.5% | -99.1% | +793.6% | +544.0% |
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