+119.3%
NDAQ vs MOD
+116.8%
+2.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -2.3% |
| 7D | +1.2% | -34.2% | +35.3% | +2.7% |
| 30D | +15.8% | -51.9% | +67.7% | +19.3% |
| 3M | +13.4% | -53.0% | +66.4% | +16.8% |
| 6M | +20.9% | -66.4% | +87.2% | +26.1% |
| YTD | +11.1% | -31.5% | +42.7% | +8.3% |
| 1Y | +26.5% | -39.6% | +66.1% | +24.4% |
| All | +119.3% | +116.8% | +2.4% | +86.4% |
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