+6,340.3%
OMC vs MOD
+1,544.7%
+4,795.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | +0.7% |
| 7D | +7.6% | -34.2% | +41.7% | +14.0% |
| 30D | +16.0% | -51.9% | +67.8% | +28.7% |
| 3M | +7.7% | -53.0% | +60.7% | +19.3% |
| 6M | +14.5% | -66.4% | +80.9% | +31.5% |
| YTD | +11.2% | -31.5% | +42.8% | +11.7% |
| 1Y | +23.6% | -39.6% | +63.1% | +25.7% |
| 3Y | +24.7% | +116.8% | -92.1% | -5.1% |
| 5Y | +51.3% | +713.8% | -662.5% | -12.5% |
| 10Y | +55.6% | +882.7% | -827.1% | -23.1% |
| All | +6,340.3% | +1,544.7% | +4,795.6% | +2,189.3% |
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