-32.6%
MOD vs MKTX
+5.4%
-37.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | 0.0% | -21.4% | -21.4% |
| 7D | -31.3% | +0.5% | -31.8% | -31.3% |
| 30D | -46.1% | +1.0% | -47.1% | -46.1% |
| 3M | -51.1% | +2.5% | -53.6% | -51.0% |
| 6M | -62.1% | +8.0% | -70.1% | -63.3% |
| YTD | -26.2% | -7.3% | -18.9% | -31.0% |
| 1Y | -32.6% | +4.7% | -37.2% | -34.1% |
| All | -32.6% | +5.4% | -37.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling