+4,465.6%
REGN vs MOD
+2,112.6%
+2,353.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | -4.7% |
| 7D | +5.7% | +40.4% | -34.8% | -1.5% |
| 30D | +22.8% | -14.0% | +36.8% | +24.1% |
| 3M | +18.7% | -33.3% | +52.0% | +25.0% |
| 6M | +33.1% | -51.4% | +84.5% | +46.4% |
| YTD | +24.3% | +1.6% | +22.7% | +16.5% |
| 1Y | +38.2% | +5.4% | +32.8% | +27.9% |
| 3Y | +21.1% | +191.0% | -169.9% | -16.6% |
| 5Y | +52.8% | +1,093.1% | -1,040.3% | -26.8% |
| 10Y | +129.8% | +1,095.2% | -965.5% | -12.6% |
| All | +4,465.6% | +2,112.6% | +2,353.0% | +942.0% |
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 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