+81.9%
IBM vs MOD
+116.8%
-34.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.4% | -2.3% |
| 7D | -4.3% | -34.2% | +29.8% | -1.8% |
| 30D | +11.7% | -51.9% | +63.5% | +17.2% |
| 3M | +5.5% | -53.0% | +58.5% | +10.7% |
| 6M | +9.5% | -66.4% | +75.8% | +17.1% |
| YTD | -14.9% | -31.5% | +16.7% | -16.2% |
| 1Y | -17.4% | -39.6% | +22.2% | -17.9% |
| All | +81.9% | +116.8% | -34.9% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling