+84.6%
SYY vs MOD
+822.6%
-738.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.3% | +16.1% | -14.8% | -0.9% |
| 30D | -3.5% | -38.5% | +35.0% | +2.5% |
| 3M | -9.3% | -46.8% | +37.5% | -2.1% |
| 6M | +5.9% | -61.6% | +67.5% | +18.2% |
| YTD | +6.5% | -20.5% | +27.0% | +4.2% |
| 1Y | +4.0% | -28.0% | +32.0% | +2.7% |
| 3Y | +23.0% | +134.9% | -112.0% | -13.4% |
| 5Y | +14.3% | +833.2% | -818.8% | -46.2% |
| All | +84.6% | +822.6% | -738.0% | -31.3% |
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