+141.9%
MOD vs PL
+459.7%
-317.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.4% | -15.1% | -20.0% |
| 7D | -31.3% | -11.7% | -19.6% | -29.1% |
| 30D | -46.1% | -27.1% | -19.0% | -42.0% |
| 3M | -51.1% | -44.6% | -6.5% | -44.4% |
| 6M | -62.1% | -67.2% | +5.1% | -52.7% |
| YTD | -26.2% | -35.9% | +9.7% | -23.7% |
| 1Y | -32.6% | -0.4% | -32.2% | -38.4% |
| All | +141.9% | +459.7% | -317.8% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling