+331.5%
RCL vs MOD
+1,642.7%
-1,311.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.7% |
| 7D | -5.1% | +9.6% | -14.7% | -8.2% |
| 30D | -19.0% | 0.0% | -19.0% | -19.4% |
| 3M | -9.6% | -35.4% | +25.8% | +3.2% |
| 6M | -6.7% | -7.3% | +0.6% | -8.3% |
| YTD | -3.9% | +45.8% | -49.7% | -20.8% |
| 1Y | -25.1% | +43.1% | -68.2% | -39.4% |
| 3Y | +179.1% | +297.7% | -118.6% | +30.5% |
| 5Y | +243.3% | +1,478.8% | -1,235.4% | -17.3% |
| All | +331.5% | +1,642.7% | -1,311.2% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling