-98.2%
MODD vs SPY
+78.1%
-176.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -0.4% | +16.9% | +16.8% |
| 7D | +48.1% | +2.6% | +45.5% | +46.0% |
| 30D | +1.0% | -2.0% | +3.0% | +3.4% |
| 3M | +5.3% | -2.8% | +8.1% | +8.6% |
| 6M | -40.3% | +2.1% | -42.4% | -40.0% |
| YTD | -82.0% | +11.5% | -93.4% | -82.7% |
| 1Y | -86.3% | +13.5% | -99.8% | -87.0% |
| 3Y | -94.4% | +77.7% | -172.1% | -95.4% |
| All | -98.2% | +78.1% | -176.3% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling