-96.7%
MODD price history and return analytics
+71.2%
-167.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +6.4% | +0.4% | +5.9% | +6.0% |
| 30D | +83.1% | +1.0% | +82.1% | +81.6% |
| 3M | -26.3% | +2.4% | -28.6% | -27.3% |
| 6M | -35.4% | +12.0% | -47.4% | -39.6% |
| YTD | -66.3% | +15.3% | -81.6% | -68.9% |
| 1Y | -82.7% | +22.6% | -105.3% | -84.6% |
| 3Y | -89.4% | +74.7% | -164.1% | -91.8% |
| All | -96.7% | +71.2% | -167.8% | -97.5% |
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 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