+966.8%
MOD vs MDY
+180.7%
+786.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.7% | +5.1% |
| 7D | -13.9% | +0.7% | -14.6% | -14.6% |
| 30D | -41.5% | +1.3% | -42.8% | -42.5% |
| 3M | -45.7% | -4.1% | -41.7% | -41.8% |
| 6M | -61.1% | +1.0% | -62.1% | -60.7% |
| YTD | -20.5% | +13.3% | -33.8% | -30.9% |
| 1Y | -32.1% | +15.7% | -47.9% | -42.2% |
| 3Y | +146.5% | +59.6% | +86.9% | +46.8% |
| 5Y | +812.7% | +36.3% | +776.4% | +587.4% |
| 10Y | +966.8% | +173.6% | +793.2% | +251.4% |
| All | +966.8% | +180.7% | +786.1% | +251.4% |
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