+19.9%
PM vs MOD
-65.4%
+85.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.6% | -5.5% |
| 7D | -3.4% | -34.2% | +30.8% | -8.1% |
| 30D | +5.8% | -51.9% | +57.7% | -3.4% |
| 3M | +6.7% | -53.0% | +59.7% | -2.6% |
| 6M | +19.9% | -66.4% | +86.2% | +6.4% |
| All | +19.9% | -65.4% | +85.3% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling