+128.8%
MOD vs MTB
+105.4%
+23.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.2% | -2.0% | +10.2% | +10.2% |
| 30D | -38.2% | +0.1% | -38.3% | -38.5% |
| 3M | -46.2% | -12.1% | -34.1% | -40.5% |
| 6M | -62.5% | +7.3% | -69.8% | -65.5% |
| YTD | -20.1% | +11.5% | -31.6% | -28.5% |
| 1Y | -29.7% | +21.3% | -51.0% | -41.3% |
| All | +128.8% | +105.4% | +23.4% | +33.4% |
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