+43.1%
MOD vs MTB
+23.4%
+19.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +9.6% | +1.7% | +7.9% | +8.2% |
| 30D | 0.0% | -4.2% | +4.2% | +3.3% |
| 3M | -35.4% | +8.9% | -44.2% | -40.8% |
| 6M | -7.3% | +10.9% | -18.1% | -17.0% |
| YTD | +45.8% | +21.5% | +24.3% | +22.4% |
| 1Y | +43.1% | +21.9% | +21.2% | +8.5% |
| All | +43.1% | +23.4% | +19.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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