+6,287.0%
OMC vs MOD
+1,638.7%
+4,648.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.7% |
| 7D | +6.3% | -25.5% | +31.8% | +10.5% |
| 30D | +15.4% | -49.0% | +64.4% | +26.8% |
| 3M | +5.8% | -49.8% | +55.6% | +15.9% |
| 6M | +14.7% | -64.8% | +79.4% | +30.7% |
| YTD | +10.3% | -27.6% | +37.9% | +9.7% |
| 1Y | +23.2% | -35.2% | +58.4% | +23.9% |
| 3Y | +24.6% | +137.1% | -112.5% | -6.5% |
| 5Y | +50.1% | +760.3% | -710.2% | -14.0% |
| 10Y | +54.3% | +938.8% | -884.6% | -24.4% |
| All | +6,287.0% | +1,638.7% | +4,648.4% | +2,149.9% |
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 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