+445.3%
MP vs MOD
+3,731.9%
-3,286.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.2% |
| 7D | -2.9% | +9.6% | -12.4% | -5.4% |
| 30D | +13.8% | 0.0% | +13.8% | +13.8% |
| 3M | -16.7% | -35.4% | +18.7% | -6.7% |
| 6M | -11.5% | -7.3% | -4.2% | -10.4% |
| YTD | +7.9% | +45.8% | -37.9% | -4.2% |
| 1Y | -15.0% | +43.1% | -58.2% | -24.7% |
| 3Y | +153.5% | +297.7% | -144.2% | +49.3% |
| 5Y | +58.7% | +1,478.8% | -1,420.1% | -41.7% |
| All | +445.3% | +3,731.9% | -3,286.6% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling