-98.3%
MODD price history and return analytics
+65.2%
-163.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.1% | +2.6% | +36.5% | +36.9% |
| 7D | +2.8% | +0.4% | +2.4% | +3.8% |
| 30D | -32.0% | -2.6% | -29.4% | -29.8% |
| 3M | -15.9% | -3.2% | -12.7% | -12.8% |
| 6M | -51.1% | +0.9% | -52.0% | -50.3% |
| YTD | -83.1% | +11.3% | -94.4% | -83.7% |
| 1Y | -88.1% | +14.0% | -102.1% | -88.8% |
| 3Y | -94.8% | +75.8% | -170.6% | -95.8% |
| All | -98.3% | +65.2% | -163.5% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling