+191.0%
MOD vs EQX
+129.0%
+61.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.3% | +28.2% | +27.9% |
| 7D | +40.4% | -10.5% | +50.9% | +43.1% |
| 30D | -14.0% | +0.2% | -14.2% | -14.5% |
| 3M | -33.3% | -7.9% | -25.4% | -32.8% |
| 6M | -51.4% | -28.6% | -22.8% | -49.2% |
| YTD | +1.6% | -26.3% | +27.9% | +4.3% |
| 1Y | +5.4% | -20.2% | +25.6% | +6.6% |
| 3Y | +191.0% | +131.1% | +59.9% | +148.8% |
| All | +191.0% | +129.0% | +61.9% | +148.8% |
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