+137.1%
MOD vs MTB
+95.2%
+41.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.4% |
| 7D | -25.5% | -1.3% | -24.2% | -25.0% |
| 30D | -49.0% | +0.5% | -49.5% | -49.5% |
| 3M | -49.8% | -12.4% | -37.4% | -44.5% |
| 6M | -64.8% | +1.5% | -66.3% | -66.0% |
| YTD | -27.6% | +10.3% | -37.9% | -34.7% |
| 1Y | -35.2% | +22.2% | -57.4% | -46.2% |
| 3Y | +137.1% | +96.9% | +40.2% | +50.7% |
| All | +137.1% | +95.2% | +41.9% | +50.7% |
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