+557.5%
P vs MOD
+1,052.7%
-495.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -21.4% | +16.4% | +1.4% |
| 7D | -19.4% | -31.3% | +12.0% | -10.3% |
| 30D | -22.3% | -46.1% | +23.8% | -7.2% |
| 3M | +33.2% | -51.1% | +84.3% | +63.2% |
| 6M | +53.6% | -62.1% | +115.7% | +101.8% |
| YTD | +66.8% | -26.2% | +93.0% | +78.3% |
| 1Y | +17.5% | -32.6% | +50.1% | +28.5% |
| 3Y | +219.7% | +133.8% | +85.9% | +145.0% |
| 5Y | +307.8% | +792.8% | -485.0% | +113.7% |
| 10Y | +855.3% | +959.8% | -104.5% | +283.8% |
| All | +557.5% | +1,052.7% | -495.3% | +164.3% |
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