+1,673.7%
MOD vs CPB
+363.2%
+1,310.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.9% | -27.4% | -22.6% |
| 7D | -31.3% | +13.0% | -44.3% | -33.3% |
| 30D | -46.1% | +20.5% | -66.6% | -48.5% |
| 3M | -51.1% | +2.2% | -53.3% | -51.9% |
| 6M | -62.1% | +15.4% | -77.4% | -64.1% |
| YTD | -26.2% | -12.3% | -13.9% | -25.9% |
| 1Y | -32.6% | -18.0% | -14.6% | -31.4% |
| 3Y | +133.8% | -35.7% | +169.5% | +143.9% |
| 5Y | +792.8% | -31.4% | +824.2% | +801.5% |
| 10Y | +959.8% | -37.6% | +997.4% | +928.9% |
| All | +1,673.7% | +363.2% | +1,310.6% | +1,066.4% |
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