+713.8%
MOD vs PL
+11.6%
+702.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -10.1% | +2.8% | -5.1% |
| 7D | -34.2% | -20.5% | -13.6% | -30.6% |
| 30D | -51.9% | -38.8% | -13.1% | -46.5% |
| 3M | -53.0% | -49.1% | -3.9% | -46.0% |
| 6M | -66.4% | -69.4% | +3.0% | -57.8% |
| YTD | -31.5% | -42.3% | +10.8% | -27.5% |
| 1Y | -39.6% | -14.2% | -25.4% | -42.1% |
| 3Y | +116.8% | +398.7% | -281.9% | +23.8% |
| 5Y | +713.8% | +11.1% | +702.7% | +458.8% |
| All | +713.8% | +11.6% | +702.2% | +458.8% |
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 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