+1,699.1%
MOD vs EQX
+243.0%
+1,456.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.6% |
| 7D | +9.6% | -1.4% | +11.0% | +9.7% |
| 30D | 0.0% | +24.4% | -24.4% | -2.9% |
| 3M | -35.4% | +11.6% | -47.0% | -36.5% |
| 6M | -7.3% | -25.0% | +17.7% | -5.0% |
| YTD | +45.8% | -8.4% | +54.2% | +45.3% |
| 1Y | +43.1% | +43.4% | -0.3% | +35.6% |
| 3Y | +297.7% | +162.0% | +135.7% | +245.4% |
| 5Y | +1,478.8% | +70.1% | +1,408.6% | +1,267.6% |
| All | +1,699.1% | +243.0% | +1,456.1% | +1,748.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling