-98.5%
MODD price history and return analytics
+64.4%
-162.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.5% | -9.3% | -9.3% |
| 7D | -5.6% | -0.1% | -5.5% | -4.3% |
| 30D | -38.6% | -3.1% | -35.5% | -36.3% |
| 3M | -16.5% | -3.5% | -13.0% | -13.1% |
| 6M | -55.8% | +0.5% | -56.3% | -55.0% |
| YTD | -84.7% | +10.8% | -95.5% | -85.2% |
| 1Y | -89.1% | +11.9% | -101.0% | -89.5% |
| 3Y | -95.5% | +73.0% | -168.5% | -96.4% |
| All | -98.5% | +64.4% | -162.9% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling