+15.2%
OMC vs MOD
+300.6%
-285.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.7% |
| 7D | -6.4% | +9.6% | -16.0% | -6.9% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +10.4% | -35.4% | +45.8% | +13.0% |
| 6M | -1.7% | -7.3% | +5.6% | -2.9% |
| YTD | +4.4% | +45.8% | -41.4% | -1.3% |
| 1Y | +8.4% | +43.1% | -34.7% | +1.8% |
| All | +15.2% | +300.6% | -285.5% | -11.9% |
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 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