+5.4%
MOD vs MKTX
-0.3%
+5.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.9% |
| 3M | -33.3% | +2.6% | -35.9% | -33.2% |
| 6M | -51.4% | +20.4% | -71.8% | -51.1% |
| YTD | +1.6% | -7.1% | +8.7% | -1.8% |
| 1Y | +5.4% | -2.8% | +8.1% | +1.7% |
| All | +5.4% | -0.3% | +5.7% | +1.7% |
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