-28.0%
MOD vs MDY
+13.9%
-41.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +2.7% |
| 7D | +16.1% | +3.0% | +13.1% | +7.5% |
| 30D | -38.5% | +0.8% | -39.3% | -39.9% |
| 3M | -46.8% | -5.1% | -41.7% | -37.8% |
| 6M | -61.6% | +1.2% | -62.8% | -61.5% |
| YTD | -20.5% | +12.5% | -33.0% | -39.3% |
| 1Y | -28.0% | +13.8% | -41.8% | -45.2% |
| All | -28.0% | +13.9% | -41.9% | -45.2% |
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 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