+906.4%
MOD vs MDY
+171.7%
+734.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +4.8% |
| 7D | -25.5% | -1.7% | -23.9% | -23.8% |
| 30D | -49.0% | -0.9% | -48.1% | -48.2% |
| 3M | -49.8% | -5.7% | -44.1% | -44.9% |
| 6M | -64.8% | -2.9% | -61.9% | -62.3% |
| YTD | -27.6% | +9.8% | -37.5% | -34.2% |
| 1Y | -35.2% | +13.5% | -48.7% | -43.2% |
| 3Y | +137.1% | +51.9% | +85.2% | +51.2% |
| 5Y | +760.3% | +32.0% | +728.2% | +577.9% |
| All | +906.4% | +171.7% | +734.7% | +219.2% |
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