+1,064.5%
MOD vs VMC
+125.2%
+939.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.6% | +28.4% | +28.2% |
| 7D | +40.4% | -1.3% | +41.7% | +41.7% |
| 30D | -14.0% | +15.5% | -29.5% | -23.9% |
| 3M | -33.3% | +0.6% | -33.9% | -35.0% |
| 6M | -51.4% | +2.1% | -53.5% | -53.8% |
| YTD | +1.6% | -1.6% | +3.2% | -0.5% |
| 1Y | +5.4% | -1.2% | +6.6% | +3.3% |
| 3Y | +191.0% | +35.3% | +155.7% | +133.5% |
| 5Y | +1,093.1% | +43.6% | +1,049.5% | +815.8% |
| All | +1,064.5% | +125.2% | +939.2% | +563.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling