+267.3%
MP vs MOD
+1,999.8%
-1,732.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.3% |
| 7D | +2.3% | +8.2% | -5.9% | 0.0% |
| 30D | -15.3% | -38.2% | +22.9% | -3.7% |
| 3M | -33.5% | -46.2% | +12.7% | -21.6% |
| 6M | -45.5% | -62.5% | +17.0% | -29.8% |
| YTD | -27.3% | -20.1% | -7.2% | -24.4% |
| 1Y | -40.7% | -29.7% | -11.0% | -36.4% |
| 3Y | +145.9% | +136.2% | +9.6% | +67.0% |
| 5Y | -13.9% | +820.4% | -834.3% | -63.5% |
| All | +267.3% | +1,999.8% | -1,732.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling