+713.8%
MOD vs CG
-21.0%
+734.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.5% | -0.7% | -3.3% |
| 7D | -34.2% | -1.5% | -32.6% | -34.1% |
| 30D | -51.9% | +2.8% | -54.7% | -53.4% |
| 3M | -53.0% | -19.2% | -33.8% | -47.4% |
| 6M | -66.4% | -21.0% | -45.4% | -61.9% |
| YTD | -31.5% | -31.0% | -0.6% | -16.9% |
| 1Y | -39.6% | -21.1% | -18.5% | -32.5% |
| 3Y | +116.8% | +48.8% | +68.0% | +71.3% |
| 5Y | +713.8% | -21.5% | +735.3% | +651.5% |
| All | +713.8% | -21.0% | +734.8% | +651.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling