-18.7%
IBM vs MOD
-35.8%
+17.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -1.5% | -17.8% | +16.3% | -1.3% |
| 30D | +8.4% | -43.2% | +51.6% | +9.5% |
| 3M | +4.2% | -46.0% | +50.2% | +5.2% |
| 6M | +7.9% | -62.2% | +70.2% | +9.8% |
| YTD | -15.2% | -22.8% | +7.6% | -20.5% |
| 1Y | -18.7% | -35.5% | +16.7% | -22.9% |
| All | -18.7% | -35.8% | +17.1% | -22.9% |
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