+805.4%
MOD vs USHY
+50.7%
+754.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | +9.6% | -0.1% | +9.7% | +10.0% |
| 30D | 0.0% | +0.1% | -0.1% | -0.2% |
| 3M | -35.4% | +0.8% | -36.2% | -36.7% |
| 6M | -7.3% | +1.7% | -9.0% | -10.5% |
| YTD | +45.8% | +2.5% | +43.3% | +38.0% |
| 1Y | +43.1% | +4.4% | +38.7% | +29.5% |
| 3Y | +297.7% | +27.4% | +270.3% | +122.5% |
| 5Y | +1,478.8% | +21.7% | +1,457.0% | +938.0% |
| All | +805.4% | +50.7% | +754.7% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling