+3,565.2%
MOD vs CPB
+325.7%
+3,239.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +5.0% |
| 7D | +9.6% | -8.6% | +18.2% | +11.5% |
| 30D | 0.0% | -7.2% | +7.3% | +1.4% |
| 3M | -35.4% | +0.9% | -36.3% | -36.3% |
| 6M | -7.3% | -11.8% | +4.5% | -6.2% |
| YTD | +45.8% | -19.4% | +65.2% | +50.3% |
| 1Y | +43.1% | -30.4% | +73.5% | +52.1% |
| 3Y | +297.7% | -40.2% | +337.8% | +323.4% |
| 5Y | +1,478.8% | -39.5% | +1,518.3% | +1,554.8% |
| 10Y | +1,633.4% | -47.4% | +1,680.8% | +1,679.6% |
| All | +3,565.2% | +325.7% | +3,239.5% | +2,375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling