+39.4%
PM vs MOD
-37.4%
+76.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.6% | -4.9% |
| 7D | -3.4% | -34.2% | +30.8% | -5.1% |
| 30D | +5.8% | -51.9% | +57.7% | +2.7% |
| 3M | +6.7% | -53.0% | +59.7% | +3.5% |
| 6M | +19.9% | -66.4% | +86.2% | +16.2% |
| YTD | +27.8% | -31.5% | +59.3% | +22.2% |
| 1Y | +39.4% | -39.6% | +79.0% | +32.3% |
| All | +39.4% | -37.4% | +76.8% | +32.3% |
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