-7.8%
MP vs MOD
+720.4%
-728.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.2% | -3.9% |
| 7D | -19.0% | -34.2% | +15.2% | -9.0% |
| 30D | -30.5% | -51.9% | +21.4% | -14.6% |
| 3M | -29.6% | -53.0% | +23.5% | -13.2% |
| 6M | -50.4% | -66.4% | +15.9% | -33.5% |
| YTD | -33.2% | -31.5% | -1.7% | -27.0% |
| 1Y | -38.6% | -39.6% | +1.0% | -30.7% |
| 3Y | +105.5% | +116.8% | -11.3% | +36.0% |
| 5Y | -7.8% | +713.8% | -721.6% | -63.2% |
| All | -7.8% | +720.4% | -728.2% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling