+80.4%
IBM vs MOD
+129.2%
-48.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.2% |
| 7D | -5.0% | -25.5% | +20.6% | -3.3% |
| 30D | +11.1% | -49.0% | +60.1% | +16.1% |
| 3M | +5.7% | -49.8% | +55.5% | +10.4% |
| 6M | +10.1% | -64.8% | +74.9% | +17.4% |
| YTD | -15.6% | -27.6% | +12.0% | -17.2% |
| 1Y | -19.5% | -35.2% | +15.7% | -20.5% |
| 3Y | +80.4% | +137.1% | -56.7% | +49.4% |
| All | +80.4% | +129.2% | -48.8% | +49.4% |
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