+880.4%
MOD vs M
+425.5%
+454.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.4% | -5.0% |
| 7D | -34.2% | -2.1% | -32.0% | -34.2% |
| 30D | -51.9% | +7.7% | -59.6% | -53.9% |
| 3M | -53.0% | -4.4% | -48.7% | -53.0% |
| 6M | -66.4% | +27.5% | -93.9% | -70.3% |
| YTD | -31.5% | +12.8% | -44.3% | -36.8% |
| 1Y | -39.6% | +20.7% | -60.3% | -45.7% |
| 3Y | +116.8% | +111.3% | +5.5% | +44.9% |
| 5Y | +713.8% | -6.3% | +720.1% | +585.3% |
| 10Y | +882.7% | +1.5% | +881.2% | +511.4% |
| All | +880.4% | +425.5% | +454.9% | +222.2% |
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