+2,586.3%
NDAQ vs MOD
+359.6%
+2,226.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -1.4% |
| 7D | +1.2% | -34.2% | +35.3% | +7.9% |
| 30D | +15.8% | -51.9% | +67.7% | +29.9% |
| 3M | +13.4% | -53.0% | +66.4% | +27.1% |
| 6M | +20.9% | -66.4% | +87.2% | +41.0% |
| YTD | +11.1% | -31.5% | +42.7% | +11.4% |
| 1Y | +26.5% | -39.6% | +66.1% | +28.9% |
| 3Y | +121.5% | +116.8% | +4.7% | +62.9% |
| 5Y | +61.3% | +713.8% | -652.5% | -14.2% |
| 10Y | +480.0% | +882.7% | -402.7% | +142.5% |
| All | +2,586.3% | +359.6% | +2,226.7% | +894.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling