-40.7%
MOD vs Q
+66.4%
-107.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +1.2% |
| 7D | -25.5% | +0.3% | -25.8% | -25.6% |
| 30D | -49.0% | -9.8% | -39.2% | -45.0% |
| 3M | -49.8% | -12.2% | -37.6% | -45.3% |
| 6M | -64.8% | -21.6% | -43.2% | -58.3% |
| YTD | -27.6% | +43.6% | -71.2% | -37.6% |
| 1Y | -35.2% | +25.7% | -60.9% | -40.2% |
| All | -40.7% | +66.4% | -107.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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