+9,532.2%
ITW vs MOD
+1,638.7%
+7,893.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.6% |
| 7D | +0.9% | -25.5% | +26.4% | +5.4% |
| 30D | +7.6% | -49.0% | +56.6% | +19.6% |
| 3M | -4.0% | -49.8% | +45.8% | +6.4% |
| 6M | +9.2% | -64.8% | +74.0% | +26.8% |
| YTD | +16.2% | -27.6% | +43.9% | +16.9% |
| 1Y | +17.9% | -35.2% | +53.1% | +20.0% |
| 3Y | +30.6% | +137.1% | -106.6% | -3.3% |
| 5Y | +35.2% | +760.3% | -725.1% | -25.1% |
| 10Y | +212.2% | +938.8% | -726.6% | +46.0% |
| All | +9,532.2% | +1,638.7% | +7,893.6% | +3,217.3% |
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