-98.8%
MODD price history and return analytics
+60.6%
-159.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.4% | -4.1% | -19.3% | -20.1% |
| 7D | -25.6% | -4.2% | -21.4% | -22.5% |
| 30D | -53.1% | -5.8% | -47.3% | -50.5% |
| 3M | -36.3% | -5.2% | -31.1% | -33.1% |
| 6M | -67.8% | +0.1% | -67.9% | -67.1% |
| YTD | -88.3% | +8.2% | -96.5% | -88.5% |
| 1Y | -91.3% | +10.1% | -101.5% | -91.6% |
| 3Y | -96.5% | +69.7% | -166.2% | -97.2% |
| All | -98.8% | +60.6% | -159.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling