+2,683.6%
MUU vs MOD
+40.9%
+2,642.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +9.0% |
| 7D | +15.0% | +3.6% | +11.4% | +10.6% |
| 30D | +36.8% | -2.6% | +39.4% | +41.3% |
| 3M | -8.5% | -33.1% | +24.6% | +54.0% |
| 6M | +320.7% | -7.5% | +328.2% | +458.2% |
| YTD | +599.7% | +39.3% | +560.4% | +522.1% |
| 1Y | +2,569.2% | +34.3% | +2,534.9% | +2,373.3% |
| All | +2,683.6% | +40.9% | +2,642.7% | +2,028.4% |
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