+753.4%
MOD vs M
-11.5%
+764.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +7.2% |
| 7D | -25.5% | -4.3% | -21.3% | -25.1% |
| 30D | -49.0% | +1.3% | -50.3% | -49.9% |
| 3M | -49.8% | -7.4% | -42.4% | -49.3% |
| 6M | -64.8% | +18.3% | -83.1% | -67.6% |
| YTD | -27.6% | +7.6% | -35.2% | -31.5% |
| 1Y | -35.2% | +17.4% | -52.6% | -40.5% |
| 3Y | +137.1% | +108.4% | +28.8% | +67.2% |
| All | +753.4% | -11.5% | +764.9% | +627.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling