-51.1%
MOD vs Z
-2.8%
-48.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +9.4% | -30.9% | -17.9% |
| 7D | -31.3% | +10.2% | -41.5% | -28.1% |
| 30D | -46.1% | +23.7% | -69.8% | -43.6% |
| 3M | -51.1% | -6.6% | -44.6% | -49.9% |
| All | -51.1% | -2.8% | -48.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3mo: compounded portfolio wealth divided by compounded Z 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…
3mo analysis · Full analysis span regression · Available span rolling