-32.6%
MOD vs VMC
+3.7%
-36.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.6% | -26.0% | -23.5% |
| 7D | -31.3% | +12.3% | -43.7% | -36.3% |
| 30D | -46.1% | +21.2% | -67.3% | -52.7% |
| 3M | -51.1% | +4.6% | -55.7% | -52.3% |
| 6M | -62.1% | +3.9% | -65.9% | -63.5% |
| YTD | -26.2% | +5.0% | -31.2% | -36.3% |
| 1Y | -32.6% | +2.6% | -35.2% | -38.3% |
| All | -32.6% | +3.7% | -36.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling