+1,530.3%
MOD vs MTB
+101.8%
+1,428.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +9.6% | +1.7% | +7.9% | +8.3% |
| 30D | 0.0% | -4.2% | +4.2% | +3.1% |
| 3M | -35.4% | +8.9% | -44.2% | -39.6% |
| 6M | -7.3% | +10.9% | -18.1% | -14.2% |
| YTD | +45.8% | +21.5% | +24.3% | +26.6% |
| 1Y | +43.1% | +21.9% | +21.2% | +23.7% |
| 3Y | +297.7% | +109.2% | +188.4% | +145.9% |
| All | +1,530.3% | +101.8% | +1,428.5% | +877.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling