+191.0%
MOD vs MTB
+106.3%
+84.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.6% | +27.3% | +27.4% |
| 7D | +40.4% | +1.5% | +38.9% | +39.0% |
| 30D | -14.0% | +2.3% | -16.3% | -15.9% |
| 3M | -33.3% | -12.1% | -21.2% | -26.2% |
| 6M | -51.4% | +9.8% | -61.2% | -56.0% |
| YTD | +1.6% | +12.0% | -10.4% | -9.2% |
| 1Y | +5.4% | +22.0% | -16.7% | -12.4% |
| 3Y | +191.0% | +107.6% | +83.4% | +69.2% |
| All | +191.0% | +106.3% | +84.7% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling