+18.5%
SYY vs MOD
+1,486.5%
-1,468.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.5% |
| 7D | -2.3% | +9.6% | -11.9% | -2.9% |
| 30D | -4.9% | 0.0% | -5.0% | -5.0% |
| 3M | +8.4% | -35.4% | +43.8% | +11.1% |
| 6M | -7.4% | -7.3% | -0.1% | -8.1% |
| YTD | +11.0% | +45.8% | -34.8% | +6.2% |
| 1Y | -0.2% | +43.1% | -43.4% | -4.9% |
| 3Y | +23.8% | +297.7% | -273.9% | -2.8% |
| All | +18.5% | +1,486.5% | -1,468.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling