-35.5%
MOD vs MKTX
-0.8%
-34.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -43.2% |
| 3M | -46.0% | +2.6% | -48.6% | -45.9% |
| 6M | -62.2% | +13.6% | -75.8% | -62.9% |
| YTD | -22.8% | -7.1% | -15.7% | -28.3% |
| 1Y | -35.5% | -0.1% | -35.4% | -38.6% |
| All | -35.5% | -0.8% | -34.7% | -38.6% |
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 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