+3.3%
ITW vs MOD
+40.7%
-37.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.4% | +6.3% | -6.8% | -0.8% |
| 30D | -9.4% | -1.7% | -7.8% | -9.4% |
| 3M | +7.1% | -30.1% | +37.2% | +9.8% |
| 6M | -1.9% | +2.7% | -4.6% | -3.4% |
| YTD | +10.4% | +44.1% | -33.6% | +6.8% |
| 1Y | +3.3% | +38.7% | -35.4% | -0.1% |
| All | +3.3% | +40.7% | -37.4% | -0.1% |
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