+1,520.5%
MOD vs MDY
+170.4%
+1,350.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.2% |
| 7D | +6.3% | +1.0% | +5.3% | +4.7% |
| 30D | -1.7% | -3.1% | +1.5% | +3.5% |
| 3M | -30.1% | +1.8% | -31.9% | -31.1% |
| 6M | +2.7% | +10.8% | -8.1% | -8.8% |
| YTD | +44.1% | +14.4% | +29.6% | +22.8% |
| 1Y | +38.7% | +15.2% | +23.5% | +18.6% |
| 3Y | +309.8% | +51.2% | +258.6% | +161.8% |
| 5Y | +1,569.7% | +47.2% | +1,522.5% | +1,029.5% |
| 10Y | +1,520.5% | +171.1% | +1,349.4% | +413.4% |
| All | +1,520.5% | +170.4% | +1,350.1% | +413.4% |
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