+194.2%
ITW vs MOD
+822.6%
-628.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +0.5% | +16.1% | -15.6% | -1.8% |
| 30D | +7.7% | -38.5% | +46.2% | +14.7% |
| 3M | -1.3% | -46.8% | +45.5% | +6.9% |
| 6M | +15.5% | -61.6% | +77.1% | +29.9% |
| YTD | +18.6% | -20.5% | +39.2% | +17.0% |
| 1Y | +19.8% | -28.0% | +47.8% | +19.3% |
| 3Y | +32.5% | +134.9% | -102.4% | -1.6% |
| 5Y | +35.3% | +833.2% | -797.8% | -26.7% |
| All | +194.2% | +822.6% | -628.4% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling