+3,101.0%
MPC vs MOD
+1,200.3%
+1,900.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.7% |
| 7D | +5.4% | +9.6% | -4.1% | +3.2% |
| 30D | +31.0% | 0.0% | +30.9% | +30.5% |
| 3M | +46.0% | -35.4% | +81.4% | +58.8% |
| 6M | +77.3% | -7.3% | +84.6% | +72.6% |
| YTD | +141.9% | +45.8% | +96.1% | +107.7% |
| 1Y | +120.9% | +43.1% | +77.8% | +86.9% |
| 3Y | +182.7% | +297.7% | -115.0% | +61.2% |
| 5Y | +646.4% | +1,478.8% | -832.3% | +162.1% |
| 10Y | +1,138.7% | +1,633.4% | -494.7% | +238.2% |
| All | +3,101.0% | +1,200.3% | +1,900.7% | +795.6% |
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