+3,746.6%
MRK vs MOD
+1,809.4%
+1,937.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | +16.1% | -16.1% | -1.2% |
| 30D | +3.5% | -38.5% | +42.0% | +7.1% |
| 3M | +11.2% | -46.8% | +58.0% | +16.2% |
| 6M | +32.5% | -61.6% | +94.1% | +41.1% |
| YTD | +42.5% | -20.5% | +63.0% | +41.7% |
| 1Y | +65.4% | -28.0% | +93.4% | +65.3% |
| 3Y | +58.8% | +134.9% | -76.1% | +36.8% |
| 5Y | +103.9% | +833.2% | -729.3% | +49.3% |
| 10Y | +226.8% | +834.8% | -608.0% | +119.1% |
| All | +3,746.6% | +1,809.4% | +1,937.2% | +1,861.2% |
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 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