+24.6%
OMC vs MOD
+129.2%
-104.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | +6.3% | -25.5% | +31.8% | +7.2% |
| 30D | +15.4% | -49.0% | +64.4% | +18.4% |
| 3M | +5.8% | -49.8% | +55.6% | +8.5% |
| 6M | +14.7% | -64.8% | +79.4% | +19.3% |
| YTD | +10.3% | -27.6% | +37.9% | +7.1% |
| 1Y | +23.2% | -35.2% | +58.4% | +20.5% |
| 3Y | +24.6% | +137.1% | -112.5% | -11.0% |
| All | +24.6% | +129.2% | -104.6% | -11.0% |
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 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