+777.2%
MOD vs FND
+70.0%
+707.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.5% |
| 7D | -17.8% | +6.8% | -24.7% | -21.0% |
| 30D | -43.2% | +13.1% | -56.3% | -47.0% |
| 3M | -46.0% | -13.1% | -33.0% | -44.2% |
| 6M | -62.2% | -0.6% | -61.7% | -63.8% |
| YTD | -22.8% | -15.5% | -7.3% | -21.8% |
| 1Y | -35.5% | -13.7% | -21.8% | -35.2% |
| 3Y | +128.2% | -35.0% | +163.2% | +147.7% |
| 5Y | +791.6% | -60.1% | +851.7% | +1,003.2% |
| All | +777.2% | +70.0% | +707.1% | +483.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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