+321.2%
MOD vs COMP
+215.9%
+105.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +9.6% | +1.4% | +8.2% | +9.2% |
| 30D | 0.0% | -13.3% | +13.4% | +2.9% |
| 3M | -35.4% | +41.1% | -76.5% | -40.8% |
| 6M | -7.3% | +17.2% | -24.4% | -12.8% |
| YTD | +45.8% | +5.2% | +40.6% | +39.0% |
| 1Y | +43.1% | +18.9% | +24.2% | +31.5% |
| All | +321.2% | +215.9% | +105.3% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling