+713.8%
MOD vs EL
-65.9%
+779.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.4% | -6.2% |
| 7D | -34.2% | -1.1% | -33.1% | -34.2% |
| 30D | -51.9% | +15.3% | -67.2% | -54.2% |
| 3M | -53.0% | +24.2% | -77.3% | -56.7% |
| 6M | -66.4% | +30.9% | -97.2% | -69.8% |
| YTD | -31.5% | +3.9% | -35.4% | -35.1% |
| 1Y | -39.6% | +19.9% | -59.4% | -45.6% |
| 3Y | +116.8% | +2.5% | +114.3% | +85.4% |
| 5Y | +713.8% | -66.7% | +780.5% | +1,079.8% |
| All | +713.8% | -65.9% | +779.7% | +1,079.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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