+966.8%
MOD vs MTB
+136.2%
+830.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +8.3% |
| 7D | -13.9% | -0.8% | -13.2% | -13.6% |
| 30D | -41.5% | +2.4% | -43.9% | -42.7% |
| 3M | -45.7% | -10.5% | -35.2% | -41.6% |
| 6M | -61.1% | +6.4% | -67.5% | -63.3% |
| YTD | -20.5% | +12.8% | -33.3% | -27.6% |
| 1Y | -32.1% | +23.3% | -55.4% | -41.9% |
| 3Y | +146.5% | +108.2% | +38.2% | +47.8% |
| 5Y | +812.7% | +68.6% | +744.1% | +508.3% |
| 10Y | +966.8% | +125.3% | +841.6% | +505.1% |
| All | +966.8% | +136.2% | +830.6% | +505.1% |
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