+1,064.5%
MOD vs CG
+278.5%
+786.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.0% | +26.8% | +27.2% |
| 7D | +40.4% | +0.2% | +40.2% | +40.5% |
| 30D | -14.0% | +11.2% | -25.2% | -20.6% |
| 3M | -33.3% | -22.1% | -11.3% | -23.6% |
| 6M | -51.4% | -17.9% | -33.5% | -46.2% |
| YTD | +1.6% | -31.3% | +32.9% | +23.5% |
| 1Y | +5.4% | -24.0% | +29.3% | +20.5% |
| 3Y | +191.0% | +45.0% | +146.0% | +128.7% |
| 5Y | +1,093.1% | -22.6% | +1,115.8% | +1,170.0% |
| All | +1,064.5% | +278.5% | +786.0% | +426.4% |
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