+2,072.9%
MOD vs M
+396.5%
+1,676.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.3% |
| 7D | +9.6% | +4.7% | +4.9% | +7.6% |
| 30D | 0.0% | -9.6% | +9.7% | +4.0% |
| 3M | -35.4% | +0.9% | -36.2% | -36.2% |
| 6M | -7.3% | +22.3% | -29.5% | -15.2% |
| YTD | +45.8% | +6.5% | +39.3% | +39.8% |
| 1Y | +43.1% | +38.8% | +4.4% | +23.2% |
| 3Y | +297.7% | +115.9% | +181.8% | +167.1% |
| 5Y | +1,478.8% | +28.6% | +1,450.1% | +1,067.5% |
| 10Y | +1,633.4% | -2.5% | +1,635.9% | +1,011.5% |
| All | +2,072.9% | +396.5% | +1,676.4% | +641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling