+1,556.7%
MOD vs FND
+66.0%
+1,490.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.6% |
| 7D | +9.6% | -5.2% | +14.8% | +11.8% |
| 30D | 0.0% | -19.9% | +19.9% | +8.9% |
| 3M | -35.4% | +2.7% | -38.1% | -37.2% |
| 6M | -7.3% | -21.7% | +14.4% | -0.1% |
| YTD | +45.8% | -17.5% | +63.3% | +52.1% |
| 1Y | +43.1% | -39.3% | +82.4% | +68.5% |
| 3Y | +297.7% | -49.8% | +347.4% | +387.3% |
| 5Y | +1,478.8% | -60.1% | +1,538.8% | +1,880.9% |
| All | +1,556.7% | +66.0% | +1,490.6% | +1,034.8% |
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