+2,413.6%
IBM vs MOD
+3,565.2%
-1,151.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.5% |
| 7D | -0.3% | +9.6% | -9.9% | -1.6% |
| 30D | +0.3% | 0.0% | +0.3% | +0.1% |
| 3M | -21.6% | -35.4% | +13.8% | -17.5% |
| 6M | -4.7% | -7.3% | +2.6% | -5.9% |
| YTD | -19.1% | +45.8% | -64.9% | -25.7% |
| 1Y | -2.5% | +43.1% | -45.6% | -11.1% |
| 3Y | +74.2% | +297.7% | -223.5% | +28.7% |
| 5Y | +113.1% | +1,478.8% | -1,365.6% | +22.6% |
| 10Y | +133.5% | +1,633.4% | -1,499.9% | +18.1% |
| All | +2,413.6% | +3,565.2% | -1,151.6% | +852.3% |
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