+228.3%
ABT vs MOD
+920.5%
-692.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | +1.0% | -17.8% | +18.8% | +1.5% |
| 30D | +11.6% | -43.2% | +54.8% | +13.8% |
| 3M | +2.3% | -46.0% | +48.4% | +4.4% |
| 6M | +32.7% | -62.2% | +95.0% | +37.0% |
| YTD | -9.6% | -22.8% | +13.2% | -10.6% |
| 1Y | -10.1% | -35.5% | +25.4% | -10.4% |
| 3Y | +25.2% | +128.2% | -103.0% | +9.8% |
| 5Y | -4.5% | +791.6% | -796.1% | -28.2% |
| 10Y | +228.3% | +886.3% | -658.0% | +133.0% |
| All | +228.3% | +920.5% | -692.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling