+143.3%
IBM vs MOD
+832.8%
-689.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | -0.4% |
| 7D | -2.5% | -13.9% | +11.4% | -1.7% |
| 30D | +8.4% | -41.5% | +49.9% | +12.9% |
| 3M | +4.5% | -45.7% | +50.2% | +9.2% |
| 6M | +7.9% | -61.1% | +69.0% | +15.3% |
| YTD | -15.2% | -20.5% | +5.3% | -16.9% |
| 1Y | -17.6% | -32.1% | +14.5% | -18.1% |
| 3Y | +82.1% | +146.5% | -64.4% | +49.8% |
| 5Y | +143.3% | +812.7% | -669.4% | +60.7% |
| All | +143.3% | +832.8% | -689.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling