+65.4%
MRK vs MOD
-30.7%
+96.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.2% |
| 7D | 0.0% | +16.1% | -16.1% | 0.0% |
| 30D | +3.5% | -38.5% | +42.0% | +3.9% |
| 3M | +11.2% | -46.8% | +58.0% | +11.9% |
| 6M | +32.5% | -61.6% | +94.1% | +34.0% |
| YTD | +42.5% | -20.5% | +63.0% | +40.5% |
| 1Y | +65.4% | -28.0% | +93.4% | +62.4% |
| All | +65.4% | -30.7% | +96.1% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling