+763.1%
PM vs MOD
+1,597.3%
-834.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.3% |
| 7D | -4.9% | +9.6% | -14.5% | -5.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +5.2% | -35.4% | +40.5% | +8.0% |
| 6M | +3.7% | -7.3% | +11.0% | +3.0% |
| YTD | +15.8% | +45.8% | -30.0% | +10.6% |
| 1Y | +17.4% | +43.1% | -25.8% | +11.5% |
| 3Y | +116.9% | +297.7% | -180.7% | +79.7% |
| 5Y | +117.3% | +1,478.8% | -1,361.4% | +53.2% |
| 10Y | +193.8% | +1,633.4% | -1,439.6% | +88.5% |
| All | +763.1% | +1,597.3% | -834.2% | +502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling