+3,565.2%
MOD vs MKC
+3,376.8%
+188.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +9.6% | -5.9% | +15.5% | +11.5% |
| 30D | 0.0% | -0.9% | +0.9% | 0.0% |
| 3M | -35.4% | +12.7% | -48.1% | -38.7% |
| 6M | -7.3% | -19.3% | +12.0% | -2.8% |
| YTD | +45.8% | -22.2% | +68.0% | +53.9% |
| 1Y | +43.1% | -23.3% | +66.5% | +51.2% |
| 3Y | +297.7% | -30.0% | +327.7% | +320.7% |
| 5Y | +1,478.8% | -33.8% | +1,512.5% | +1,576.2% |
| 10Y | +1,633.4% | +24.4% | +1,609.0% | +1,262.4% |
| All | +3,565.2% | +3,376.8% | +188.5% | +1,166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling