+1,638.7%
MOD vs WY
+618.3%
+1,020.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +7.3% |
| 7D | -25.5% | +3.1% | -28.6% | -27.7% |
| 30D | -49.0% | +13.0% | -62.0% | -53.2% |
| 3M | -49.8% | -16.8% | -33.0% | -46.1% |
| 6M | -64.8% | -11.2% | -53.6% | -63.8% |
| YTD | -27.6% | -9.1% | -18.6% | -26.6% |
| 1Y | -35.2% | -4.8% | -30.4% | -36.1% |
| 3Y | +137.1% | -25.3% | +162.4% | +161.1% |
| 5Y | +760.3% | -33.2% | +793.5% | +903.8% |
| 10Y | +938.8% | +6.6% | +932.2% | +801.7% |
| All | +1,638.7% | +618.3% | +1,020.4% | +794.6% |
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