+1,348.1%
MUU vs MOD
-19.6%
+1,367.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.7% |
| 7D | +43.7% | +16.1% | +27.6% | +23.6% |
| 30D | -37.2% | -38.5% | +1.3% | +8.7% |
| 3M | -36.1% | -46.8% | +10.7% | +28.5% |
| 6M | -35.7% | -61.6% | +25.9% | +107.4% |
| YTD | +264.0% | -20.5% | +284.5% | +501.4% |
| 1Y | +359.1% | -28.0% | +387.1% | +723.6% |
| All | +1,348.1% | -19.6% | +1,367.7% | +1,957.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling