+7,013.9%
ABT vs MOD
+1,544.7%
+5,469.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | -1.1% |
| 7D | +8.6% | -34.2% | +42.8% | +11.6% |
| 30D | +16.4% | -51.9% | +68.3% | +22.3% |
| 3M | +8.1% | -53.0% | +61.2% | +13.4% |
| 6M | +32.1% | -66.4% | +98.4% | +41.0% |
| YTD | -7.1% | -31.5% | +24.5% | -6.9% |
| 1Y | -6.5% | -39.6% | +33.0% | -5.8% |
| 3Y | +26.2% | +116.8% | -90.6% | +9.4% |
| 5Y | +0.9% | +713.8% | -712.9% | -24.7% |
| 10Y | +250.7% | +882.7% | -631.9% | +138.6% |
| All | +7,013.9% | +1,544.7% | +5,469.2% | +3,679.7% |
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