+300.2%
MOD vs CAPR
-99.1%
+399.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +8.3% | -29.7% | -21.6% |
| 7D | -31.3% | +43.2% | -74.5% | -31.9% |
| 30D | -46.1% | +14.7% | -60.8% | -46.3% |
| 3M | -51.1% | +113.9% | -165.0% | -52.2% |
| 6M | -62.1% | -73.4% | +11.3% | -61.6% |
| YTD | -26.2% | -69.1% | +42.9% | -25.7% |
| 1Y | -32.6% | +47.2% | -79.8% | -37.3% |
| 3Y | +133.8% | +210.8% | -77.0% | +107.9% |
| 5Y | +792.8% | +134.1% | +658.6% | +689.2% |
| 10Y | +959.8% | -67.3% | +1,027.1% | +786.1% |
| All | +300.2% | -99.1% | +399.3% | +224.0% |
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