+1,064.5%
MOD vs MKTX
+12.8%
+1,051.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.9% |
| 7D | +40.4% | +0.2% | +40.2% | +40.4% |
| 30D | -14.0% | +0.9% | -14.9% | -14.1% |
| 3M | -33.3% | +2.6% | -35.9% | -33.4% |
| 6M | -51.4% | +20.4% | -71.8% | -52.0% |
| YTD | +1.6% | -7.1% | +8.7% | +1.9% |
| 1Y | +5.4% | -2.8% | +8.1% | +5.3% |
| 3Y | +191.0% | -21.7% | +212.7% | +190.1% |
| 5Y | +1,093.1% | -54.5% | +1,147.6% | +1,140.3% |
| All | +1,064.5% | +12.8% | +1,051.6% | +943.5% |
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