+17.4%
PM vs MOD
+45.0%
-27.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -1.8% |
| 7D | -4.9% | +9.6% | -14.5% | -4.6% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +5.2% | -35.4% | +40.5% | +4.7% |
| 6M | +3.7% | -7.3% | +11.0% | +3.1% |
| YTD | +15.8% | +45.8% | -30.0% | +16.6% |
| 1Y | +17.4% | +43.1% | -25.8% | +19.3% |
| All | +17.4% | +45.0% | -27.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling