+317.5%
MOD vs USHY
+28.5%
+289.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.5% |
| 7D | +9.6% | -0.1% | +9.7% | +10.4% |
| 30D | 0.0% | +0.1% | -0.1% | -0.5% |
| 3M | -35.4% | +0.8% | -36.2% | -38.1% |
| 6M | -7.3% | +1.7% | -9.0% | -14.2% |
| YTD | +45.8% | +2.5% | +43.3% | +29.8% |
| 1Y | +43.1% | +4.4% | +38.7% | +16.9% |
| All | +317.5% | +28.5% | +289.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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