-7.0%
ABT vs MOD
+1,486.5%
-1,493.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.4% |
| 7D | -3.7% | +9.6% | -13.3% | -3.7% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +20.2% | -35.4% | +55.6% | +20.7% |
| 6M | -2.9% | -7.3% | +4.3% | -3.3% |
| YTD | -11.9% | +45.8% | -57.7% | -13.0% |
| 1Y | -16.5% | +43.1% | -59.7% | -17.7% |
| 3Y | +12.1% | +297.7% | -285.6% | +1.1% |
| All | -7.0% | +1,486.5% | -1,493.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling