+147.7%
P vs MOD
+300.6%
-152.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.3% |
| 7D | +6.5% | +9.6% | -3.0% | +2.7% |
| 30D | +18.8% | 0.0% | +18.8% | +18.7% |
| 3M | +26.7% | -35.4% | +62.1% | +49.4% |
| 6M | +62.2% | -7.3% | +69.4% | +64.1% |
| YTD | +48.5% | +45.8% | +2.7% | +23.5% |
| 1Y | +26.4% | +43.1% | -16.7% | +4.7% |
| All | +147.7% | +300.6% | -152.9% | +26.3% |
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 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