+3,005.7%
MPC vs MOD
+510.5%
+2,495.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.4% | -2.2% |
| 7D | -12.8% | -34.2% | +21.4% | -4.4% |
| 30D | -12.7% | -51.9% | +39.1% | +2.2% |
| 3M | +27.1% | -53.0% | +80.1% | +48.5% |
| 6M | +45.8% | -66.4% | +112.1% | +79.8% |
| YTD | +134.7% | -31.5% | +166.3% | +136.3% |
| 1Y | +106.0% | -39.6% | +145.6% | +111.6% |
| 3Y | +165.5% | +116.8% | +48.7% | +71.7% |
| 5Y | +540.9% | +713.8% | -172.9% | +157.1% |
| 10Y | +1,133.6% | +882.7% | +250.9% | +275.4% |
| All | +3,005.7% | +510.5% | +2,495.2% | +918.8% |
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