-31.8%
MP vs MOD
-37.3%
+5.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +2.8% |
| 7D | -10.5% | -25.5% | +15.0% | -1.0% |
| 30D | -23.5% | -49.0% | +25.5% | -2.8% |
| 3M | -25.4% | -49.8% | +24.4% | -5.1% |
| 6M | -51.3% | -64.8% | +13.5% | -30.7% |
| YTD | -29.9% | -27.6% | -2.3% | -18.0% |
| 1Y | -31.8% | -35.2% | +3.4% | -17.8% |
| All | -31.8% | -37.3% | +5.5% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling