+1,511.5%
MOD vs MKTX
+7.4%
+1,504.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | -2.6% | +1.0% | -3.6% | -2.7% |
| 3M | -33.1% | +40.8% | -73.9% | -34.6% |
| 6M | -7.5% | -10.9% | +3.4% | -6.9% |
| YTD | +39.3% | -8.6% | +47.9% | +39.9% |
| 1Y | +34.3% | -11.6% | +45.8% | +35.0% |
| 3Y | +296.2% | -24.5% | +320.7% | +296.5% |
| 5Y | +1,504.6% | -60.7% | +1,565.3% | +1,591.9% |
| 10Y | +1,511.5% | +5.1% | +1,506.4% | +1,287.4% |
| All | +1,511.5% | +7.4% | +1,504.1% | +1,287.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling