+489.4%
NDAQ vs MOD
+822.6%
-333.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +1.7% | +16.1% | -14.4% | +0.5% |
| 30D | +16.2% | -38.5% | +54.7% | +20.2% |
| 3M | +14.0% | -46.8% | +60.8% | +19.0% |
| 6M | +22.3% | -61.6% | +83.9% | +30.1% |
| YTD | +13.0% | -20.5% | +33.5% | +11.1% |
| 1Y | +24.0% | -28.0% | +52.0% | +22.7% |
| 3Y | +117.1% | +134.9% | -17.9% | +83.7% |
| 5Y | +67.5% | +833.2% | -765.6% | +19.7% |
| All | +489.4% | +822.6% | -333.2% | +289.3% |
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