-55.3%
MOD vs SUNB
+15.8%
-71.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.9% |
| 7D | +8.2% | +3.2% | +5.0% | +6.2% |
| 30D | -38.2% | +10.3% | -48.4% | -41.2% |
| 3M | -46.2% | +3.9% | -50.1% | -47.0% |
| 6M | -62.5% | +17.5% | -80.1% | -65.7% |
| All | -55.3% | +15.8% | -71.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling