+753.4%
MOD vs CPB
-31.3%
+784.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.3% |
| 7D | -25.5% | +8.0% | -33.5% | -23.4% |
| 30D | -49.0% | +22.4% | -71.4% | -45.6% |
| 3M | -49.8% | +2.5% | -52.3% | -48.2% |
| 6M | -64.8% | +12.2% | -77.0% | -62.9% |
| YTD | -27.6% | -12.8% | -14.8% | -25.6% |
| 1Y | -35.2% | -19.2% | -16.0% | -33.9% |
| 3Y | +137.1% | -35.6% | +172.7% | +126.5% |
| All | +753.4% | -31.3% | +784.8% | +673.3% |
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 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