-33.5%
MOD vs VMC
+1.5%
-35.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.6% |
| 7D | -13.9% | +0.3% | -14.2% | -14.3% |
| 30D | -41.5% | +18.6% | -60.1% | -48.2% |
| 3M | -45.7% | +2.0% | -47.8% | -46.3% |
| 6M | -61.1% | +2.6% | -63.7% | -62.7% |
| YTD | -20.5% | +2.3% | -22.7% | -32.7% |
| All | -33.5% | +1.5% | -35.1% | -39.0% |
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 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