+229.6%
PM vs MOD
+911.6%
-682.0%
-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 | +5.2% | -49.8% | +55.0% | +7.9% |
| 6M | +17.0% | -64.8% | +81.8% | +21.5% |
| YTD | +25.5% | -27.6% | +53.1% | +24.7% |
| 1Y | +35.5% | -35.2% | +70.7% | +35.1% |
| 3Y | +143.9% | +137.1% | +6.8% | +109.7% |
| 5Y | +161.8% | +760.3% | -598.4% | +92.5% |
| All | +229.6% | +911.6% | -682.0% | +129.4% |
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