-88.4%
MODD price history and return analytics
+13.3%
-101.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | -1.0% |
| 7D | +1.8% | -0.7% | +2.5% | +5.6% |
| 30D | -36.6% | -1.7% | -34.8% | -32.9% |
| 3M | -15.6% | -2.3% | -13.3% | -10.1% |
| 6M | -55.5% | +1.5% | -57.0% | -55.4% |
| YTD | -84.4% | +12.0% | -96.5% | -86.2% |
| 1Y | -88.4% | +12.9% | -101.3% | -89.5% |
| All | -88.4% | +13.3% | -101.7% | -89.5% |
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