+2,544.4%
IBM vs MOD
+1,544.7%
+999.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.4% | -1.8% |
| 7D | -4.3% | -34.2% | +29.8% | +0.9% |
| 30D | +11.7% | -51.9% | +63.5% | +22.8% |
| 3M | +5.5% | -53.0% | +58.5% | +15.9% |
| 6M | +9.5% | -66.4% | +75.8% | +24.4% |
| YTD | -14.9% | -31.5% | +16.7% | -14.0% |
| 1Y | -17.4% | -39.6% | +22.2% | -15.4% |
| 3Y | +83.3% | +116.8% | -33.6% | +46.4% |
| 5Y | +142.1% | +713.8% | -571.7% | +51.4% |
| 10Y | +157.2% | +882.7% | -725.5% | +39.3% |
| All | +2,544.4% | +1,544.7% | +999.7% | +1,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling