+228.6%
ABT vs MOD
+915.9%
-687.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.2% |
| 7D | -5.4% | +8.2% | -13.6% | -5.7% |
| 30D | +8.0% | -38.2% | +46.2% | +9.8% |
| 3M | +0.2% | -46.2% | +46.4% | +2.3% |
| 6M | +34.1% | -62.5% | +96.7% | +38.7% |
| YTD | -10.6% | -20.1% | +9.5% | -11.7% |
| 1Y | -11.8% | -29.7% | +17.9% | -12.4% |
| 3Y | +23.9% | +136.2% | -112.3% | +8.4% |
| 5Y | -5.1% | +820.4% | -825.5% | -28.9% |
| 10Y | +228.6% | +839.8% | -611.2% | +131.9% |
| All | +228.6% | +915.9% | -687.3% | +131.9% |
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