+1,362.4%
MU vs MOD
+300.6%
+1,061.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +4.1% |
| 7D | +9.0% | +9.6% | -0.6% | +4.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.7% |
| 3M | +2.1% | -35.4% | +37.5% | +26.0% |
| 6M | +153.8% | -7.3% | +161.1% | +169.9% |
| YTD | +256.4% | +45.8% | +210.6% | +211.2% |
| 1Y | +719.8% | +43.1% | +676.6% | +614.6% |
| All | +1,362.4% | +300.6% | +1,061.8% | +782.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling