+146.5%
MOD vs VMC
+41.7%
+104.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +7.8% |
| 7D | -13.9% | +0.3% | -14.2% | -14.9% |
| 30D | -41.5% | +18.6% | -60.1% | -50.7% |
| 3M | -45.7% | +2.0% | -47.8% | -47.6% |
| 6M | -61.1% | +2.6% | -63.7% | -63.5% |
| YTD | -20.5% | +2.3% | -22.7% | -26.0% |
| 1Y | -32.1% | +1.7% | -33.8% | -35.8% |
| 3Y | +146.5% | +41.7% | +104.7% | +70.4% |
| All | +146.5% | +41.7% | +104.8% | +70.4% |
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