+615.9%
MOD vs MKTX
+1,446.2%
-830.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +0.4% | +9.2% | +9.4% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | -35.4% | +36.1% | -71.5% | -43.0% |
| 6M | -7.3% | -12.9% | +5.6% | -5.3% |
| YTD | +45.8% | -8.5% | +54.3% | +45.9% |
| 1Y | +43.1% | -7.5% | +50.7% | +41.5% |
| 3Y | +297.7% | -28.3% | +326.0% | +304.4% |
| 5Y | +1,478.8% | -63.3% | +1,542.1% | +1,907.4% |
| 10Y | +1,633.4% | +4.5% | +1,628.9% | +1,108.0% |
| All | +615.9% | +1,446.2% | -830.3% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling