+32.0%
RCL vs MOD
-33.0%
+65.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -21.4% | +27.8% | +10.7% |
| 7D | +11.7% | -31.3% | +43.0% | +20.0% |
| 30D | +21.1% | -46.1% | +67.2% | +38.0% |
| 3M | +2.9% | -51.1% | +54.0% | +19.3% |
| 6M | +29.8% | -62.1% | +91.9% | +58.6% |
| YTD | +21.4% | -26.2% | +47.6% | +19.0% |
| 1Y | +32.0% | -32.6% | +64.6% | +30.1% |
| All | +32.0% | -33.0% | +65.0% | +30.1% |
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