+6,784.1%
ABT vs MOD
+1,638.7%
+5,145.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.6% |
| 7D | +3.5% | -25.5% | +29.1% | +5.4% |
| 30D | +12.0% | -49.0% | +61.0% | +17.1% |
| 3M | +2.5% | -49.8% | +52.3% | +7.0% |
| 6M | +29.1% | -64.8% | +93.8% | +37.3% |
| YTD | -10.1% | -27.6% | +17.6% | -10.3% |
| 1Y | -9.8% | -35.2% | +25.4% | -9.6% |
| 3Y | +23.3% | +137.1% | -113.9% | +6.0% |
| 5Y | -2.4% | +760.3% | -762.6% | -27.4% |
| 10Y | +239.4% | +938.8% | -699.4% | +129.9% |
| All | +6,784.1% | +1,638.7% | +5,145.5% | +3,542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling