+713.8%
MOD vs CP
+27.2%
+686.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -6.8% |
| 7D | -34.2% | +6.1% | -40.3% | -37.7% |
| 30D | -51.9% | +9.8% | -61.6% | -55.9% |
| 3M | -53.0% | +2.7% | -55.8% | -54.8% |
| 6M | -66.4% | +12.8% | -79.1% | -70.3% |
| YTD | -31.5% | +28.2% | -59.7% | -45.2% |
| 1Y | -39.6% | +34.1% | -73.7% | -53.3% |
| 3Y | +116.8% | +28.9% | +88.0% | +70.0% |
| 5Y | +713.8% | +27.1% | +686.7% | +522.8% |
| All | +713.8% | +27.2% | +686.6% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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