+297.0%
MOD vs EQX
+178.7%
+118.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | +3.6% | +1.7% | +1.9% | +3.3% |
| 30D | -2.6% | +11.1% | -13.7% | -4.5% |
| 3M | -33.1% | +23.1% | -56.2% | -35.8% |
| 6M | -7.5% | -21.8% | +14.3% | -5.8% |
| YTD | +39.3% | -8.1% | +47.4% | +38.0% |
| 1Y | +34.3% | +29.7% | +4.6% | +26.9% |
| All | +297.0% | +178.7% | +118.3% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling