+839.8%
MOD vs MDY
+173.8%
+666.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.3% |
| 7D | +8.2% | +0.2% | +8.0% | +8.4% |
| 30D | -38.2% | +2.1% | -40.3% | -39.9% |
| 3M | -46.2% | -3.6% | -42.6% | -42.7% |
| 6M | -62.5% | +1.7% | -64.2% | -62.5% |
| YTD | -20.1% | +13.8% | -33.9% | -31.0% |
| 1Y | -29.7% | +15.5% | -45.2% | -40.0% |
| 3Y | +136.2% | +58.3% | +77.9% | +42.2% |
| 5Y | +820.4% | +37.4% | +782.9% | +585.9% |
| 10Y | +839.8% | +171.0% | +668.9% | +240.5% |
| All | +839.8% | +173.8% | +666.0% | +240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling