+1,544.7%
MOD vs VMC
+3,538.2%
-1,993.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -4.8% |
| 7D | -34.2% | +1.9% | -36.0% | -35.5% |
| 30D | -51.9% | +14.7% | -66.6% | -56.5% |
| 3M | -53.0% | -0.3% | -52.8% | -53.8% |
| 6M | -66.4% | -1.7% | -64.7% | -66.9% |
| YTD | -31.5% | +0.7% | -32.2% | -33.5% |
| 1Y | -39.6% | +0.9% | -40.5% | -41.0% |
| 3Y | +116.8% | +40.5% | +76.3% | +75.8% |
| 5Y | +713.8% | +51.5% | +662.3% | +531.9% |
| 10Y | +882.7% | +166.5% | +716.1% | +420.7% |
| All | +1,544.7% | +3,538.2% | -1,993.5% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling