-96.4%
MODD price history and return analytics
+69.7%
-166.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.6% |
| 7D | -22.7% | -2.3% | -20.4% | -19.1% |
| 30D | -50.0% | -5.0% | -45.0% | -45.8% |
| 3M | -34.5% | -4.9% | -29.6% | -29.1% |
| 6M | -66.0% | -1.5% | -64.4% | -64.3% |
| YTD | -87.8% | +8.5% | -96.3% | -88.4% |
| 1Y | -91.3% | +11.4% | -102.7% | -92.0% |
| 3Y | -96.4% | +70.1% | -166.4% | -97.9% |
| All | -96.4% | +69.7% | -166.1% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling