-17.3%
SNDQ vs MOD
-45.2%
+28.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +3.5% | -30.6% | -21.6% |
| 7D | -9.0% | +8.2% | -17.2% | +10.7% |
| 30D | +57.3% | -38.2% | +95.4% | -3.3% |
| 3M | -17.3% | -46.2% | +28.9% | -55.9% |
| All | -17.3% | -45.2% | +28.0% | -55.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling