+852.8%
PM vs MOD
+694.9%
+157.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.6% | -4.1% |
| 7D | -3.4% | -34.2% | +30.8% | -0.7% |
| 30D | +5.8% | -51.9% | +57.7% | +11.0% |
| 3M | +6.7% | -53.0% | +59.7% | +11.7% |
| 6M | +19.9% | -66.4% | +86.2% | +27.8% |
| YTD | +27.8% | -31.5% | +59.3% | +28.0% |
| 1Y | +39.4% | -39.6% | +79.0% | +40.5% |
| 3Y | +146.9% | +116.8% | +30.1% | +112.0% |
| 5Y | +166.6% | +713.8% | -547.2% | +95.6% |
| 10Y | +242.1% | +882.7% | -640.6% | +126.4% |
| All | +852.8% | +694.9% | +157.9% | +597.7% |
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