-66.0%
MODD vs SPY
+1.5%
-67.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.1% |
| 7D | -22.7% | -2.7% | -20.0% | -14.3% |
| 30D | -50.0% | -5.4% | -44.6% | -40.7% |
| 3M | -34.5% | -4.1% | -30.4% | -24.8% |
| 6M | -66.0% | +0.7% | -66.7% | -66.7% |
| All | -66.0% | +1.5% | -67.5% | -66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling