+3,794.0%
MRK vs MOD
+1,810.3%
+1,983.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.9% | -8.5% | +0.6% |
| 7D | +0.3% | -13.9% | +14.2% | +1.1% |
| 30D | +2.2% | -41.5% | +43.7% | +6.2% |
| 3M | +16.4% | -45.7% | +62.1% | +21.4% |
| 6M | +35.3% | -61.1% | +96.4% | +44.0% |
| YTD | +44.2% | -20.5% | +64.7% | +43.5% |
| 1Y | +77.5% | -32.1% | +109.6% | +78.2% |
| 3Y | +59.2% | +146.5% | -87.2% | +36.5% |
| 5Y | +109.6% | +812.7% | -703.2% | +53.8% |
| 10Y | +229.6% | +966.8% | -737.2% | +117.7% |
| All | +3,794.0% | +1,810.3% | +1,983.7% | +1,885.5% |
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