+61.3%
NDAQ vs MOD
+720.4%
-659.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -2.1% |
| 7D | +1.2% | -34.2% | +35.3% | +3.8% |
| 30D | +15.8% | -51.9% | +67.7% | +21.4% |
| 3M | +13.4% | -53.0% | +66.4% | +18.9% |
| 6M | +20.9% | -66.4% | +87.2% | +29.1% |
| YTD | +11.1% | -31.5% | +42.7% | +9.3% |
| 1Y | +26.5% | -39.6% | +66.1% | +25.6% |
| 3Y | +121.5% | +116.8% | +4.7% | +79.5% |
| 5Y | +61.3% | +713.8% | -652.5% | +2.0% |
| All | +61.3% | +720.4% | -659.1% | +2.0% |
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 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