+321.2%
MOD vs MDY
+48.1%
+273.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.0% |
| 7D | +9.6% | +0.1% | +9.4% | +9.2% |
| 30D | 0.0% | -1.5% | +1.5% | +3.7% |
| 3M | -35.4% | +0.8% | -36.1% | -35.2% |
| 6M | -7.3% | +7.4% | -14.7% | -16.7% |
| YTD | +45.8% | +15.2% | +30.6% | +14.2% |
| 1Y | +43.1% | +16.5% | +26.6% | +11.2% |
| All | +321.2% | +48.1% | +273.1% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling