+3,565.2%
MOD vs WY
+688.1%
+2,877.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | +9.6% | -1.7% | +11.3% | +10.6% |
| 30D | 0.0% | -10.1% | +10.1% | +5.7% |
| 3M | -35.4% | -5.1% | -30.2% | -34.2% |
| 6M | -7.3% | -4.8% | -2.5% | -5.7% |
| YTD | +45.8% | -0.2% | +46.0% | +44.2% |
| 1Y | +43.1% | -6.6% | +49.8% | +45.7% |
| 3Y | +297.7% | -22.7% | +320.4% | +341.2% |
| 5Y | +1,478.8% | -22.2% | +1,501.0% | +1,641.1% |
| 10Y | +1,633.4% | +7.3% | +1,626.1% | +1,431.9% |
| All | +3,565.2% | +688.1% | +2,877.1% | +1,739.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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