+886.3%
MOD vs MTB
+122.1%
+764.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.2% |
| 7D | -17.8% | -0.7% | -17.2% | -17.5% |
| 30D | -43.2% | +1.4% | -44.7% | -44.0% |
| 3M | -46.0% | -11.6% | -34.5% | -41.5% |
| 6M | -62.2% | +5.4% | -67.6% | -64.1% |
| YTD | -22.8% | +11.7% | -34.5% | -29.3% |
| 1Y | -35.5% | +20.5% | -56.0% | -43.9% |
| 3Y | +128.2% | +104.5% | +23.7% | +38.6% |
| 5Y | +791.6% | +65.1% | +726.5% | +503.5% |
| 10Y | +886.3% | +119.5% | +766.8% | +480.3% |
| All | +886.3% | +122.1% | +764.2% | +480.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling