+4.4%
RDW vs MOD
+1,184.1%
-1,179.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +3.1% |
| 7D | +4.8% | -3.9% | +8.8% | +6.5% |
| 30D | -19.5% | -9.6% | -9.9% | -16.2% |
| 3M | -26.9% | -30.6% | +3.7% | -15.4% |
| 6M | +17.8% | -10.9% | +28.7% | +23.0% |
| YTD | +43.0% | +34.3% | +8.8% | +24.1% |
| 1Y | +32.1% | +18.3% | +13.8% | +19.1% |
| 3Y | +250.6% | +281.9% | -31.2% | +104.5% |
| 5Y | -6.6% | +1,486.4% | -1,493.0% | -67.3% |
| All | +4.4% | +1,184.1% | -1,179.7% | -63.8% |
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 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