+1,079.5%
MPC vs MOD
+911.6%
+167.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.4% |
| 7D | -16.2% | -25.5% | +9.4% | -11.0% |
| 30D | -15.7% | -49.0% | +33.3% | -3.6% |
| 3M | +24.9% | -49.8% | +74.7% | +42.4% |
| 6M | +52.7% | -64.8% | +117.4% | +84.0% |
| YTD | +131.9% | -27.6% | +159.5% | +129.6% |
| 1Y | +96.6% | -35.2% | +131.8% | +97.8% |
| 3Y | +163.8% | +137.1% | +26.6% | +66.5% |
| 5Y | +533.1% | +760.3% | -227.2% | +147.2% |
| All | +1,079.5% | +911.6% | +167.8% | +261.2% |
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 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