+886.3%
MOD vs MKTX
+12.3%
+874.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -17.8% | +0.1% | -17.9% | -17.8% |
| 30D | -43.2% | +0.8% | -44.0% | -43.3% |
| 3M | -46.0% | +2.6% | -48.6% | -46.1% |
| 6M | -62.2% | +13.6% | -75.8% | -62.6% |
| YTD | -22.8% | -7.1% | -15.7% | -22.6% |
| 1Y | -35.5% | -0.1% | -35.4% | -35.7% |
| 3Y | +128.2% | -22.3% | +150.5% | +127.8% |
| 5Y | +791.6% | -54.5% | +846.1% | +827.9% |
| 10Y | +886.3% | +14.3% | +872.0% | +765.6% |
| All | +886.3% | +12.3% | +874.0% | +765.6% |
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