-35.5%
MOD vs MTB
+22.1%
-57.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -40.6% |
| 6M | -62.2% | +5.4% | -67.6% | -65.8% |
| YTD | -22.8% | +11.7% | -34.5% | -35.9% |
| 1Y | -35.5% | +20.5% | -56.0% | -49.9% |
| All | -35.5% | +22.1% | -57.6% | -49.9% |
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