-10.0%
ABT vs MOD
-33.9%
+23.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.3% | +1.3% |
| 7D | +0.3% | -13.9% | +14.3% | -0.6% |
| 30D | +11.6% | -41.5% | +53.2% | +8.5% |
| 3M | +3.1% | -45.7% | +48.9% | 0.0% |
| 6M | +32.8% | -61.1% | +93.9% | +27.7% |
| YTD | -9.6% | -20.5% | +10.9% | -11.7% |
| All | -10.0% | -33.9% | +23.9% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling