+899.1%
PM vs MOD
+757.3%
+141.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +23.0% | +3.1% |
| 7D | +4.3% | -31.3% | +35.6% | +6.8% |
| 30D | +11.5% | -46.1% | +57.6% | +16.0% |
| 3M | +13.0% | -51.1% | +64.2% | +18.1% |
| 6M | +25.9% | -62.1% | +88.0% | +33.0% |
| YTD | +34.0% | -26.2% | +60.2% | +33.5% |
| 1Y | +46.9% | -32.6% | +79.4% | +46.9% |
| 3Y | +158.9% | +133.8% | +25.0% | +121.1% |
| 5Y | +181.3% | +792.8% | -611.4% | +104.9% |
| 10Y | +258.7% | +959.8% | -701.1% | +136.1% |
| All | +899.1% | +757.3% | +141.8% | +627.6% |
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