+7.9%
RDW vs MOD
+1,277.9%
-1,270.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +7.2% |
| 7D | +9.5% | +6.3% | +3.1% | +6.5% |
| 30D | -17.4% | -1.7% | -15.7% | -16.9% |
| 3M | -39.5% | -30.1% | -9.4% | -30.2% |
| 6M | +31.3% | +2.7% | +28.6% | +29.7% |
| YTD | +47.8% | +44.1% | +3.7% | +24.5% |
| 1Y | +33.8% | +38.7% | -4.9% | +12.8% |
| 3Y | +262.3% | +309.8% | -47.5% | +105.0% |
| 5Y | -5.7% | +1,569.7% | -1,575.4% | -67.8% |
| All | +7.9% | +1,277.9% | -1,270.0% | -63.7% |
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