+128.2%
MOD vs VYM
+73.7%
+54.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -4.0% |
| 7D | -17.8% | +0.1% | -18.0% | -18.5% |
| 30D | -43.2% | +3.0% | -46.2% | -47.8% |
| 3M | -46.0% | -1.0% | -45.0% | -45.1% |
| 6M | -62.2% | +6.4% | -68.6% | -67.7% |
| YTD | -22.8% | +15.9% | -38.7% | -45.1% |
| 1Y | -35.5% | +18.7% | -54.2% | -56.1% |
| 3Y | +128.2% | +72.8% | +55.4% | -24.3% |
| All | +128.2% | +73.7% | +54.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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