+906.4%
MOD vs CPB
-38.3%
+944.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.5% |
| 7D | -25.5% | +8.0% | -33.5% | -24.5% |
| 30D | -49.0% | +22.4% | -71.4% | -47.4% |
| 3M | -49.8% | +2.5% | -52.3% | -49.0% |
| 6M | -64.8% | +12.2% | -77.0% | -63.9% |
| YTD | -27.6% | -12.8% | -14.8% | -26.5% |
| 1Y | -35.2% | -19.2% | -16.0% | -34.4% |
| 3Y | +137.1% | -35.6% | +172.7% | +135.4% |
| 5Y | +760.3% | -31.4% | +791.7% | +755.7% |
| All | +906.4% | -38.3% | +944.7% | +943.3% |
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