-32.6%
MOD vs MDY
+17.5%
-50.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.6% | -22.0% | -23.1% |
| 7D | -31.3% | +1.7% | -33.0% | -34.9% |
| 30D | -46.1% | +1.2% | -47.3% | -48.1% |
| 3M | -51.1% | -3.5% | -47.7% | -45.7% |
| 6M | -62.1% | +3.5% | -65.6% | -64.3% |
| YTD | -26.2% | +13.6% | -39.8% | -45.5% |
| 1Y | -32.6% | +17.1% | -49.6% | -52.6% |
| All | -32.6% | +17.5% | -50.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling