+677.8%
MOD vs FND
+70.1%
+607.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.6% | -5.9% |
| 7D | -34.2% | +2.2% | -36.4% | -35.6% |
| 30D | -51.9% | +9.6% | -61.5% | -54.6% |
| 3M | -53.0% | -17.9% | -35.1% | -50.4% |
| 6M | -66.4% | +6.6% | -72.9% | -68.7% |
| YTD | -31.5% | -15.5% | -16.1% | -30.8% |
| 1Y | -39.6% | -16.2% | -23.3% | -38.6% |
| 3Y | +116.8% | -36.3% | +153.1% | +136.9% |
| 5Y | +713.8% | -61.4% | +775.2% | +919.7% |
| All | +677.8% | +70.1% | +607.6% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling