+259.1%
MP vs MOD
+1,840.2%
-1,581.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -21.4% | +16.4% | +1.0% |
| 7D | -12.5% | -31.3% | +18.8% | -3.3% |
| 30D | -23.3% | -46.1% | +22.8% | -9.4% |
| 3M | -24.4% | -51.1% | +26.8% | -8.5% |
| 6M | -45.8% | -62.1% | +16.3% | -30.2% |
| YTD | -28.9% | -26.2% | -2.7% | -24.4% |
| 1Y | -34.6% | -32.6% | -2.0% | -28.9% |
| 3Y | +118.7% | +133.8% | -15.1% | +48.7% |
| 5Y | -3.1% | +792.8% | -795.8% | -58.4% |
| All | +259.1% | +1,840.2% | -1,581.1% | +42.3% |
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