+43.1%
MOD vs VMC
-8.5%
+51.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.7% |
| 7D | +9.6% | -4.3% | +13.9% | +12.8% |
| 30D | 0.0% | -8.2% | +8.3% | +6.1% |
| 3M | -35.4% | -7.0% | -28.3% | -33.5% |
| 6M | -7.3% | -10.8% | +3.5% | -1.0% |
| YTD | +45.8% | -7.4% | +53.2% | +44.5% |
| 1Y | +43.1% | -9.5% | +52.6% | +47.9% |
| All | +43.1% | -8.5% | +51.7% | +47.9% |
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