+228.8%
MU vs MOD
-6.2%
+235.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +27.9% | -30.4% | -17.1% |
| 7D | +12.8% | +40.4% | -27.6% | -9.3% |
| 30D | -14.9% | -14.0% | -0.9% | -9.2% |
| 3M | -18.0% | -33.3% | +15.3% | +0.7% |
| 6M | -3.1% | -51.4% | +48.3% | +43.9% |
| YTD | +172.9% | +1.6% | +171.3% | +217.7% |
| 1Y | +228.8% | +5.4% | +223.5% | +274.2% |
| All | +228.8% | -6.2% | +235.0% | +274.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling