+5,591.8%
RCL vs MOD
+603.2%
+4,988.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.1% | -0.7% |
| 7D | +3.9% | -34.2% | +38.1% | +17.4% |
| 30D | +11.8% | -51.9% | +63.6% | +39.7% |
| 3M | -0.8% | -53.0% | +52.2% | +23.8% |
| 6M | +23.6% | -66.4% | +90.0% | +68.1% |
| YTD | +17.6% | -31.5% | +49.2% | +23.3% |
| 1Y | +28.3% | -39.6% | +67.8% | +38.4% |
| 3Y | +261.4% | +116.8% | +144.6% | +121.4% |
| 5Y | +245.3% | +713.8% | -468.5% | +24.5% |
| 10Y | +381.8% | +882.7% | -500.9% | +37.1% |
| All | +5,591.8% | +603.2% | +4,988.6% | +1,113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling