+250.6%
MOD vs MKTX
+1,467.1%
-1,216.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | +0.2% | -25.7% | -25.6% |
| 30D | -49.0% | +0.9% | -49.9% | -49.2% |
| 3M | -49.8% | +2.3% | -52.1% | -50.2% |
| 6M | -64.8% | +12.4% | -77.2% | -66.9% |
| YTD | -27.6% | -7.3% | -20.4% | -27.9% |
| 1Y | -35.2% | +1.8% | -37.0% | -37.8% |
| 3Y | +137.1% | -21.2% | +158.3% | +133.0% |
| 5Y | +760.3% | -54.6% | +814.8% | +906.9% |
| 10Y | +938.8% | +21.5% | +917.4% | +577.6% |
| All | +250.6% | +1,467.1% | -1,216.6% | -44.7% |
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 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