+9,101.3%
ITW vs MOD
+3,565.2%
+5,536.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.3% |
| 7D | -3.6% | +9.6% | -13.2% | -5.2% |
| 30D | -9.1% | 0.0% | -9.2% | -9.4% |
| 3M | +8.2% | -35.4% | +43.6% | +15.4% |
| 6M | -4.8% | -7.3% | +2.5% | -5.9% |
| YTD | +11.0% | +45.8% | -34.8% | +0.3% |
| 1Y | +4.2% | +43.1% | -38.9% | -6.7% |
| 3Y | +17.3% | +297.7% | -280.4% | -19.6% |
| 5Y | +33.0% | +1,478.8% | -1,445.8% | -32.7% |
| 10Y | +182.3% | +1,633.4% | -1,451.1% | +22.6% |
| All | +9,101.3% | +3,565.2% | +5,536.1% | +2,734.7% |
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 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