+1,001.3%
MRVL vs MOD
+350.8%
+650.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.3% | -9.2% | -14.1% |
| 7D | -38.8% | -34.2% | -4.7% | -30.0% |
| 30D | -53.5% | -51.9% | -1.6% | -41.0% |
| 3M | -36.7% | -53.0% | +16.3% | -19.2% |
| 6M | -20.8% | -66.4% | +45.5% | +13.8% |
| YTD | +57.4% | -31.5% | +89.0% | +78.4% |
| 1Y | +44.0% | -39.6% | +83.6% | +68.4% |
| 3Y | +162.2% | +116.8% | +45.4% | +105.1% |
| 5Y | +89.2% | +713.8% | -624.6% | -1.4% |
| 10Y | +1,042.7% | +882.7% | +160.0% | +352.2% |
| All | +1,001.3% | +350.8% | +650.5% | +269.2% |
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