+3,971.9%
MU vs MOD
+911.6%
+3,060.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +3.1% |
| 7D | -22.0% | -25.5% | +3.5% | -13.6% |
| 30D | -36.6% | -49.0% | +12.4% | -19.7% |
| 3M | -21.7% | -49.8% | +28.1% | -0.8% |
| 6M | +3.5% | -64.8% | +68.3% | +50.6% |
| YTD | +141.9% | -27.6% | +169.6% | +175.3% |
| 1Y | +189.8% | -35.2% | +225.0% | +239.5% |
| 3Y | +855.4% | +137.1% | +718.2% | +629.5% |
| 5Y | +869.2% | +760.3% | +108.9% | +382.1% |
| All | +3,971.9% | +911.6% | +3,060.3% | +1,930.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling