+1,064.5%
MOD vs CPB
-38.9%
+1,103.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.2% | +24.7% | +28.3% |
| 7D | +40.4% | -1.6% | +42.0% | +40.0% |
| 30D | -14.0% | +19.2% | -33.2% | -11.8% |
| 3M | -33.3% | -0.9% | -32.4% | -32.6% |
| 6M | -51.4% | +15.2% | -66.6% | -50.3% |
| YTD | +1.6% | -13.1% | +14.7% | +2.9% |
| 1Y | +5.4% | -22.4% | +27.8% | +6.4% |
| 3Y | +191.0% | -35.3% | +226.3% | +188.3% |
| 5Y | +1,093.1% | -33.0% | +1,126.1% | +1,084.6% |
| All | +1,064.5% | -38.9% | +1,103.3% | +989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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