+380.4%
RCL vs MOD
+911.6%
-531.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | -0.6% |
| 7D | +6.5% | -25.5% | +32.1% | +15.7% |
| 30D | +15.9% | -49.0% | +64.9% | +43.0% |
| 3M | +2.7% | -49.8% | +52.5% | +26.2% |
| 6M | +15.2% | -64.8% | +80.0% | +56.1% |
| YTD | +19.2% | -27.6% | +46.9% | +21.7% |
| 1Y | +31.6% | -35.2% | +66.8% | +37.8% |
| 3Y | +274.2% | +137.1% | +137.1% | +102.0% |
| 5Y | +250.1% | +760.3% | -510.2% | -0.1% |
| All | +380.4% | +911.6% | -531.2% | +1.2% |
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