-13.3%
IBM vs MOD
-33.0%
+19.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +2.0% |
| 7D | +0.4% | -31.3% | +31.8% | +1.0% |
| 30D | +14.8% | -46.1% | +60.9% | +15.9% |
| 3M | +8.9% | -51.1% | +60.1% | +10.1% |
| 6M | +12.4% | -62.1% | +74.5% | +14.0% |
| YTD | -12.4% | -26.2% | +13.8% | -17.6% |
| 1Y | -13.3% | -32.6% | +19.3% | -18.5% |
| All | -13.3% | -33.0% | +19.7% | -18.5% |
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