+1,082.7%
MOD vs CPB
-33.2%
+1,116.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.2% | +24.7% | +28.8% |
| 7D | +40.4% | -1.6% | +42.0% | +39.4% |
| 30D | -14.0% | +19.2% | -33.2% | -9.1% |
| 3M | -33.3% | -0.9% | -32.4% | -31.9% |
| 6M | -51.4% | +15.2% | -66.6% | -48.8% |
| YTD | +1.6% | -13.1% | +14.7% | +4.0% |
| 1Y | +5.4% | -22.4% | +27.8% | +6.6% |
| 3Y | +191.0% | -35.3% | +226.3% | +176.5% |
| All | +1,082.7% | -33.2% | +1,116.0% | +981.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling