+449.6%
P vs MOD
+968.9%
-519.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.3% | -9.1% | -14.2% |
| 7D | -31.9% | -34.2% | +2.3% | -23.0% |
| 30D | -36.5% | -51.9% | +15.4% | -21.3% |
| 3M | +11.6% | -53.0% | +64.6% | +38.9% |
| 6M | +25.2% | -66.4% | +91.6% | +70.8% |
| YTD | +39.4% | -31.5% | +71.0% | +52.9% |
| 1Y | -3.7% | -39.6% | +35.9% | +9.0% |
| 3Y | +167.3% | +116.8% | +50.5% | +110.2% |
| 5Y | +237.3% | +713.8% | -476.5% | +82.1% |
| 10Y | +698.6% | +882.7% | -184.1% | +229.2% |
| All | +449.6% | +968.9% | -519.2% | +126.7% |
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