+5.4%
MOD vs MDY
+14.2%
-8.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +28.2% |
| 7D | +40.4% | +2.3% | +38.2% | +32.7% |
| 30D | -14.0% | +2.0% | -16.0% | -18.9% |
| 3M | -33.3% | -5.6% | -27.7% | -21.3% |
| 6M | -51.4% | +1.3% | -52.7% | -51.3% |
| YTD | +1.6% | +12.3% | -10.7% | -19.4% |
| 1Y | +5.4% | +15.8% | -10.4% | -22.5% |
| All | +5.4% | +14.2% | -8.8% | -22.5% |
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 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