+686.6%
P vs MOD
+911.6%
-225.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +1.8% |
| 7D | -23.8% | -25.5% | +1.7% | -17.0% |
| 30D | -36.6% | -49.0% | +12.4% | -22.8% |
| 3M | +10.9% | -49.8% | +60.7% | +35.3% |
| 6M | +30.0% | -64.8% | +94.8% | +74.9% |
| YTD | +44.4% | -27.6% | +72.0% | +55.9% |
| 1Y | +3.9% | -35.2% | +39.1% | +15.3% |
| 3Y | +176.6% | +137.1% | +39.4% | +113.8% |
| 5Y | +249.3% | +760.3% | -511.0% | +88.7% |
| All | +686.6% | +911.6% | -225.0% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling