+4,093.1%
SYY vs MOD
+1,638.7%
+2,454.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | +1.4% |
| 7D | -7.3% | -25.5% | +18.3% | -4.3% |
| 30D | +0.1% | -49.0% | +49.1% | +8.0% |
| 3M | -8.9% | -49.8% | +40.9% | -1.8% |
| 6M | +5.5% | -64.8% | +70.3% | +17.3% |
| YTD | +6.6% | -27.6% | +34.2% | +6.8% |
| 1Y | +7.7% | -35.2% | +42.9% | +8.8% |
| 3Y | +24.0% | +137.1% | -113.1% | -1.9% |
| 5Y | +7.3% | +760.3% | -753.0% | -32.3% |
| 10Y | +105.7% | +938.8% | -833.1% | +16.0% |
| All | +4,093.1% | +1,638.7% | +2,454.5% | +1,597.7% |
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