+810.7%
MOD vs CG
+274.5%
+536.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +2.1% |
| 7D | +16.1% | -1.5% | +17.6% | +17.2% |
| 30D | -38.5% | +5.7% | -44.2% | -41.4% |
| 3M | -46.8% | -17.9% | -28.9% | -41.1% |
| 6M | -61.6% | -20.2% | -41.4% | -56.8% |
| YTD | -20.5% | -32.0% | +11.5% | -3.0% |
| 1Y | -28.0% | -27.0% | -1.0% | -15.5% |
| 3Y | +134.9% | +42.8% | +92.2% | +86.1% |
| 5Y | +833.2% | -23.4% | +856.6% | +898.2% |
| All | +810.7% | +274.5% | +536.2% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling