+1,336.5%
MOD vs POET
-20.8%
+1,357.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.0% | -3.7% | +3.8% |
| 7D | +9.6% | +5.6% | +4.0% | +9.2% |
| 30D | 0.0% | -2.1% | +2.1% | +0.1% |
| 3M | -35.4% | -48.8% | +13.5% | -33.0% |
| 6M | -7.3% | +15.8% | -23.1% | -10.5% |
| YTD | +45.8% | +25.1% | +20.7% | +39.5% |
| 1Y | +43.1% | +50.6% | -7.4% | +34.6% |
| 3Y | +297.7% | +107.9% | +189.8% | +251.0% |
| 5Y | +1,478.8% | -11.0% | +1,489.8% | +1,314.1% |
| 10Y | +1,633.4% | +25.7% | +1,607.7% | +1,348.2% |
| All | +1,336.5% | -20.8% | +1,357.3% | +1,157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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