+3,565.2%
MOD vs MTB
+8,294.1%
-4,728.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -35.4% | +8.9% | -44.2% | -39.4% |
| 6M | -7.3% | +10.9% | -18.1% | -13.9% |
| YTD | +45.8% | +21.5% | +24.3% | +27.3% |
| 1Y | +43.1% | +21.9% | +21.2% | +24.4% |
| 3Y | +297.7% | +109.2% | +188.4% | +139.9% |
| 5Y | +1,478.8% | +102.0% | +1,376.8% | +838.3% |
| 10Y | +1,633.4% | +171.9% | +1,461.5% | +702.8% |
| All | +3,565.2% | +8,294.1% | -4,728.8% | +464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling