-32.6%
MOD vs PL
-0.6%
-31.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.4% | -15.1% | -20.2% |
| 7D | -31.3% | -11.7% | -19.6% | -29.5% |
| 30D | -46.1% | -27.1% | -19.0% | -42.9% |
| 3M | -51.1% | -44.6% | -6.5% | -46.1% |
| 6M | -62.1% | -67.2% | +5.1% | -55.6% |
| YTD | -26.2% | -35.9% | +9.7% | -21.5% |
| 1Y | -32.6% | -0.4% | -32.2% | -35.7% |
| All | -32.6% | -0.6% | -31.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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