+1,530.3%
MOD vs VMC
+52.7%
+1,477.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.5% |
| 7D | +9.6% | -4.3% | +13.9% | +13.6% |
| 30D | 0.0% | -8.2% | +8.3% | +7.5% |
| 3M | -35.4% | -7.0% | -28.3% | -32.7% |
| 6M | -7.3% | -10.8% | +3.5% | +0.8% |
| YTD | +45.8% | -7.4% | +53.2% | +52.1% |
| 1Y | +43.1% | -9.5% | +52.6% | +52.9% |
| 3Y | +297.7% | +20.5% | +277.2% | +239.4% |
| All | +1,530.3% | +52.7% | +1,477.7% | +1,068.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling