+19.8%
ITW vs MOD
-30.7%
+50.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.7% |
| 7D | +0.5% | +16.1% | -15.6% | -0.1% |
| 30D | +7.7% | -38.5% | +46.2% | +9.9% |
| 3M | -1.3% | -46.8% | +45.5% | +1.5% |
| 6M | +15.5% | -61.6% | +77.1% | +21.6% |
| YTD | +18.6% | -20.5% | +39.2% | +16.5% |
| 1Y | +19.8% | -28.0% | +47.8% | +17.6% |
| All | +19.8% | -30.7% | +50.5% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling