+1,531.9%
MOD vs IDXX
+360.5%
+1,171.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | -2.8% | -5.7% | +3.0% | -0.7% |
| 30D | -5.1% | -11.5% | +6.4% | -1.1% |
| 3M | -30.3% | -9.5% | -20.7% | -28.4% |
| 6M | -5.6% | -16.0% | +10.3% | -0.7% |
| YTD | +41.8% | -25.4% | +67.2% | +55.2% |
| 1Y | +28.9% | -21.8% | +50.7% | +38.2% |
| 3Y | +304.1% | +7.0% | +297.1% | +269.4% |
| 5Y | +1,575.2% | -26.0% | +1,601.2% | +1,586.6% |
| All | +1,531.9% | +360.5% | +1,171.4% | +775.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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