-82.7%
MODD price history and return analytics
+23.3%
-106.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +6.4% | +0.4% | +5.9% | +5.6% |
| 30D | +83.1% | +1.0% | +82.1% | +79.3% |
| 3M | -26.3% | +2.4% | -28.6% | -29.0% |
| 6M | -35.4% | +12.0% | -47.4% | -47.1% |
| YTD | -66.3% | +15.3% | -81.6% | -71.9% |
| 1Y | -82.7% | +22.6% | -105.3% | -85.4% |
| All | -82.7% | +23.3% | -106.0% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling