-59.5%
MOD vs SUNB
+7.1%
-66.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.9% |
| 7D | -25.5% | -7.9% | -17.7% | -21.1% |
| 30D | -49.0% | +3.0% | -52.1% | -49.3% |
| 3M | -49.8% | -4.4% | -45.4% | -47.8% |
| 6M | -64.8% | +2.0% | -66.8% | -64.7% |
| All | -59.5% | +7.1% | -66.6% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling