-25.7%
RDW vs MOD
+871.8%
-897.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +27.9% | -31.6% | -15.4% |
| 7D | +7.2% | +40.4% | -33.2% | -9.3% |
| 30D | -10.3% | -14.0% | +3.7% | -6.8% |
| 3M | -41.4% | -33.3% | -8.1% | -32.9% |
| 6M | -32.5% | -51.4% | +18.9% | -12.2% |
| YTD | +1.7% | +1.6% | +0.1% | -3.9% |
| 1Y | +39.0% | +5.4% | +33.6% | +28.2% |
| 3Y | +214.2% | +191.0% | +23.2% | +100.4% |
| 5Y | -31.3% | +1,093.1% | -1,124.4% | -73.7% |
| All | -25.7% | +871.8% | -897.5% | -72.0% |
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