+737.8%
MOD vs MDY
+2,662.7%
-1,924.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.1% |
| 7D | +9.6% | +0.1% | +9.4% | +9.3% |
| 30D | 0.0% | -1.5% | +1.5% | +2.4% |
| 3M | -35.4% | +0.8% | -36.1% | -35.2% |
| 6M | -7.3% | +7.4% | -14.7% | -13.2% |
| YTD | +45.8% | +15.2% | +30.6% | +24.4% |
| 1Y | +43.1% | +16.5% | +26.6% | +21.7% |
| 3Y | +297.7% | +46.8% | +250.9% | +168.6% |
| 5Y | +1,478.8% | +46.0% | +1,432.7% | +999.4% |
| 10Y | +1,633.4% | +172.1% | +1,461.3% | +453.9% |
| All | +737.8% | +2,662.7% | -1,924.9% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling