+1,445.3%
MOD vs TDY
+472.2%
+973.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | -3.9% | -1.9% | -2.1% | -2.4% |
| 30D | -9.6% | -12.5% | +2.9% | +1.0% |
| 3M | -30.6% | -0.8% | -29.8% | -29.5% |
| 6M | -10.9% | -9.0% | -2.0% | -2.2% |
| YTD | +34.3% | +16.8% | +17.5% | +20.8% |
| 1Y | +18.3% | +9.5% | +8.9% | +12.1% |
| 3Y | +281.9% | +45.4% | +236.5% | +193.6% |
| 5Y | +1,486.4% | +37.8% | +1,448.6% | +1,158.3% |
| All | +1,445.3% | +472.2% | +973.1% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling