+1,556.7%
MOD vs EQX
+226.7%
+1,330.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -3.0% |
| 7D | -3.9% | -7.0% | +3.1% | -3.1% |
| 30D | -9.6% | +4.8% | -14.5% | -10.3% |
| 3M | -30.6% | +25.6% | -56.2% | -32.8% |
| 6M | -10.9% | -25.8% | +14.9% | -8.6% |
| YTD | +34.3% | -12.7% | +47.0% | +34.6% |
| 1Y | +18.3% | +14.1% | +4.3% | +14.9% |
| 3Y | +281.9% | +165.7% | +116.1% | +231.6% |
| 5Y | +1,486.4% | +81.2% | +1,405.1% | +1,265.1% |
| All | +1,556.7% | +226.7% | +1,330.1% | +1,612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling