-19.5%
IBM vs MOD
-37.3%
+17.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.9% |
| 7D | -5.0% | -25.5% | +20.6% | -4.6% |
| 30D | +11.1% | -49.0% | +60.1% | +12.3% |
| 3M | +5.7% | -49.8% | +55.5% | +6.8% |
| 6M | +10.1% | -64.8% | +74.9% | +12.1% |
| YTD | -15.6% | -27.6% | +12.0% | -20.6% |
| 1Y | -19.5% | -35.2% | +15.7% | -24.2% |
| All | -19.5% | -37.3% | +17.8% | -24.2% |
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