+62.6%
NDAQ vs MOD
+748.9%
-686.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.1% |
| 7D | +0.8% | -25.5% | +26.4% | +2.6% |
| 30D | +16.5% | -49.0% | +65.5% | +21.7% |
| 3M | +13.5% | -49.8% | +63.3% | +18.5% |
| 6M | +20.9% | -64.8% | +85.7% | +28.8% |
| YTD | +11.4% | -27.6% | +39.0% | +9.2% |
| 1Y | +25.9% | -35.2% | +61.1% | +24.4% |
| 3Y | +119.9% | +137.1% | -17.3% | +76.7% |
| All | +62.6% | +748.9% | -686.3% | +2.9% |
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