+232.9%
ABT vs MOD
+1,005.7%
-772.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.3% | +0.2% |
| 7D | +0.3% | -13.9% | +14.3% | +0.7% |
| 30D | +11.6% | -41.5% | +53.2% | +13.7% |
| 3M | +3.1% | -45.7% | +48.9% | +5.2% |
| 6M | +32.8% | -61.1% | +93.9% | +37.0% |
| YTD | -9.6% | -20.5% | +10.9% | -10.7% |
| 1Y | -10.4% | -32.1% | +21.8% | -10.8% |
| 3Y | +25.8% | +146.5% | -120.6% | +9.8% |
| 5Y | -3.4% | +812.7% | -816.2% | -27.4% |
| 10Y | +232.9% | +966.8% | -734.0% | +137.3% |
| All | +232.9% | +1,005.7% | -772.9% | +137.3% |
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