+137.1%
MOD vs VMC
+38.8%
+98.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.5% |
| 7D | -25.5% | +0.5% | -26.1% | -26.9% |
| 30D | -49.0% | +15.8% | -64.8% | -56.2% |
| 3M | -49.8% | +0.6% | -50.4% | -51.1% |
| 6M | -64.8% | -4.0% | -60.7% | -64.8% |
| YTD | -27.6% | -0.3% | -27.3% | -31.4% |
| 1Y | -35.2% | -0.5% | -34.7% | -37.8% |
| 3Y | +137.1% | +39.6% | +97.6% | +65.8% |
| All | +137.1% | +38.8% | +98.3% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling