+966.8%
MOD vs MKC
+25.4%
+941.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +10.9% | +9.8% |
| 7D | -13.9% | -1.9% | -12.0% | -13.9% |
| 30D | -41.5% | +8.0% | -49.5% | -41.6% |
| 3M | -45.7% | -8.6% | -37.1% | -45.6% |
| 6M | -61.1% | +1.1% | -62.2% | -61.3% |
| YTD | -20.5% | -27.7% | +7.2% | -18.5% |
| 1Y | -32.1% | -23.7% | -8.4% | -30.8% |
| 3Y | +146.5% | -19.4% | +165.9% | +144.7% |
| 5Y | +812.7% | -33.3% | +846.1% | +831.5% |
| 10Y | +966.8% | +24.0% | +942.8% | +946.6% |
| All | +966.8% | +25.4% | +941.5% | +946.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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