-43.1%
MOD vs SUNB
+14.2%
-57.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.8% | +27.0% | +27.3% |
| 7D | +40.4% | +6.7% | +33.7% | +34.9% |
| 30D | -14.0% | +8.7% | -22.7% | -17.4% |
| 3M | -33.3% | +1.6% | -34.9% | -33.3% |
| 6M | -51.4% | +9.6% | -61.0% | -53.5% |
| All | -43.1% | +14.2% | -57.4% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling