+124.3%
MOD vs M
+110.5%
+13.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.4% | -5.5% |
| 7D | -34.2% | -2.1% | -32.0% | -34.1% |
| 30D | -51.9% | +7.7% | -59.6% | -53.5% |
| 3M | -53.0% | -4.4% | -48.7% | -52.9% |
| 6M | -66.4% | +27.5% | -93.9% | -69.8% |
| YTD | -31.5% | +12.8% | -44.3% | -36.2% |
| 1Y | -39.6% | +20.7% | -60.3% | -45.0% |
| All | +124.3% | +110.5% | +13.8% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling