+260.9%
PM vs MOD
+915.9%
-655.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.9% |
| 7D | -7.1% | +8.2% | -15.3% | -7.4% |
| 30D | -2.8% | -38.2% | +35.4% | -1.0% |
| 3M | +6.3% | -46.2% | +52.6% | +8.8% |
| 6M | +9.6% | -62.5% | +72.2% | +13.7% |
| YTD | +25.6% | -20.1% | +45.7% | +24.2% |
| 1Y | +29.7% | -29.7% | +59.3% | +28.8% |
| 3Y | +147.6% | +136.2% | +11.4% | +113.2% |
| 5Y | +160.1% | +820.4% | -660.2% | +89.4% |
| 10Y | +260.9% | +839.8% | -578.9% | +138.2% |
| All | +260.9% | +915.9% | -655.0% | +138.2% |
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