+137.1%
MOD vs MKC
-18.6%
+155.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +4.4% |
| 7D | -25.5% | +2.3% | -27.9% | -24.4% |
| 30D | -49.0% | +8.1% | -57.1% | -47.1% |
| 3M | -49.8% | -6.4% | -43.4% | -49.8% |
| 6M | -64.8% | +1.8% | -66.6% | -63.8% |
| YTD | -27.6% | -26.9% | -0.8% | -27.8% |
| 1Y | -35.2% | -21.7% | -13.5% | -34.9% |
| 3Y | +137.1% | -18.7% | +155.9% | +125.4% |
| All | +137.1% | -18.6% | +155.7% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling