+261.1%
RCL vs MOD
+748.9%
-487.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | -0.2% |
| 7D | +6.5% | -25.5% | +32.1% | +14.1% |
| 30D | +15.9% | -49.0% | +64.9% | +38.2% |
| 3M | +2.7% | -49.8% | +52.5% | +22.1% |
| 6M | +15.2% | -64.8% | +80.0% | +49.1% |
| YTD | +19.2% | -27.6% | +46.9% | +21.3% |
| 1Y | +31.6% | -35.2% | +66.8% | +36.8% |
| 3Y | +274.2% | +137.1% | +137.1% | +110.7% |
| All | +261.1% | +748.9% | -487.8% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling