-35.5%
MOD vs VMC
+0.8%
-36.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -17.8% | +1.1% | -19.0% | -18.6% |
| 30D | -43.2% | +17.7% | -60.9% | -49.5% |
| 3M | -46.0% | +1.1% | -47.1% | -46.4% |
| 6M | -62.2% | +1.8% | -64.1% | -63.7% |
| YTD | -22.8% | +1.5% | -24.3% | -34.4% |
| 1Y | -35.5% | -1.1% | -34.3% | -40.5% |
| All | -35.5% | +0.8% | -36.3% | -40.5% |
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