+31.6%
RCL vs MOD
-37.3%
+68.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.2% |
| 7D | +6.5% | -25.5% | +32.1% | +12.1% |
| 30D | +15.9% | -49.0% | +64.9% | +33.7% |
| 3M | +2.7% | -49.8% | +52.5% | +18.1% |
| 6M | +15.2% | -64.8% | +80.0% | +44.0% |
| YTD | +19.2% | -27.6% | +46.9% | +17.2% |
| 1Y | +31.6% | -35.2% | +66.8% | +30.8% |
| All | +31.6% | -37.3% | +68.9% | +30.8% |
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