+232.9%
ABT vs MOD
+911.6%
-678.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.4% |
| 7D | +3.5% | -25.5% | +29.1% | +4.5% |
| 30D | +12.0% | -49.0% | +61.0% | +14.7% |
| 3M | +2.5% | -49.8% | +52.3% | +4.8% |
| 6M | +29.1% | -64.8% | +93.8% | +33.6% |
| YTD | -10.1% | -27.6% | +17.6% | -10.8% |
| 1Y | -9.8% | -35.2% | +25.4% | -10.2% |
| 3Y | +23.3% | +137.1% | -113.9% | +7.4% |
| 5Y | -2.4% | +760.3% | -762.6% | -26.6% |
| All | +232.9% | +911.6% | -678.8% | +136.9% |
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