+232.4%
PM vs MOD
+911.6%
-679.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.0% |
| 7D | -5.2% | -25.5% | +20.3% | -4.2% |
| 30D | +2.7% | -49.0% | +51.7% | +5.4% |
| 3M | +6.1% | -49.8% | +55.9% | +8.8% |
| 6M | +18.0% | -64.8% | +82.8% | +22.5% |
| YTD | +26.6% | -27.6% | +54.2% | +25.7% |
| 1Y | +36.7% | -35.2% | +71.9% | +36.2% |
| 3Y | +146.0% | +137.1% | +8.9% | +111.5% |
| 5Y | +164.1% | +760.3% | -596.2% | +94.2% |
| All | +232.4% | +911.6% | -679.2% | +131.4% |
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