+1,530.3%
MOD vs FND
-60.2%
+1,590.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.6% |
| 7D | +9.6% | -5.2% | +14.8% | +11.7% |
| 30D | 0.0% | -19.9% | +19.9% | +8.5% |
| 3M | -35.4% | +2.7% | -38.1% | -37.2% |
| 6M | -7.3% | -21.7% | +14.4% | -0.3% |
| YTD | +45.8% | -17.5% | +63.3% | +51.8% |
| 1Y | +43.1% | -39.3% | +82.4% | +68.0% |
| 3Y | +297.7% | -49.8% | +347.4% | +382.8% |
| All | +1,530.3% | -60.2% | +1,590.5% | +1,804.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling