-66.4%
MOD vs VMC
-0.8%
-65.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -7.5% |
| 7D | -34.2% | +1.9% | -36.0% | -34.0% |
| 30D | -51.9% | +14.7% | -66.6% | -52.7% |
| 3M | -53.0% | -0.3% | -52.8% | -52.4% |
| 6M | -66.4% | -1.7% | -64.7% | -65.6% |
| All | -66.4% | -0.8% | -65.5% | -65.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling