+792.8%
MOD vs PL
+24.5%
+768.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.4% | -15.1% | -20.1% |
| 7D | -31.3% | -11.7% | -19.6% | -29.3% |
| 30D | -46.1% | -27.1% | -19.0% | -42.2% |
| 3M | -51.1% | -44.6% | -6.5% | -44.8% |
| 6M | -62.1% | -67.2% | +5.1% | -53.2% |
| YTD | -26.2% | -35.9% | +9.7% | -23.5% |
| 1Y | -32.6% | -0.4% | -32.2% | -37.4% |
| 3Y | +133.8% | +454.8% | -321.0% | +30.4% |
| 5Y | +792.8% | +24.8% | +768.0% | +498.2% |
| All | +792.8% | +24.5% | +768.2% | +498.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling