+3,812.0%
MRK vs MOD
+3,565.2%
+246.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.7% |
| 7D | +1.3% | +9.6% | -8.3% | +0.5% |
| 30D | +17.1% | 0.0% | +17.1% | +17.0% |
| 3M | +25.9% | -35.4% | +61.3% | +29.8% |
| 6M | +26.8% | -7.3% | +34.1% | +26.1% |
| YTD | +44.9% | +45.8% | -0.9% | +38.1% |
| 1Y | +84.8% | +43.1% | +41.7% | +75.4% |
| 3Y | +50.1% | +297.7% | -247.6% | +24.5% |
| 5Y | +127.4% | +1,478.8% | -1,351.3% | +60.7% |
| 10Y | +240.0% | +1,633.4% | -1,393.4% | +117.6% |
| All | +3,812.0% | +3,565.2% | +246.8% | +1,805.1% |
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