+5,947.5%
OMC vs MOD
+3,565.2%
+2,382.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.2% |
| 7D | -6.4% | +9.6% | -16.0% | -7.8% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +10.4% | -35.4% | +45.8% | +16.8% |
| 6M | -1.7% | -7.3% | +5.6% | -3.3% |
| YTD | +4.4% | +45.8% | -41.4% | -5.6% |
| 1Y | +8.4% | +43.1% | -34.7% | -2.9% |
| 3Y | +14.4% | +297.7% | -283.3% | -19.8% |
| 5Y | +33.9% | +1,478.8% | -1,444.9% | -29.3% |
| 10Y | +34.9% | +1,633.4% | -1,598.5% | -38.1% |
| All | +5,947.5% | +3,565.2% | +2,382.3% | +1,827.2% |
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