+1,544.7%
MOD vs MTB
+7,592.0%
-6,047.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -5.8% |
| 7D | -34.2% | -1.9% | -32.2% | -33.4% |
| 30D | -51.9% | +0.5% | -52.4% | -52.3% |
| 3M | -53.0% | -12.2% | -40.8% | -49.0% |
| 6M | -66.4% | +3.4% | -69.7% | -67.6% |
| YTD | -31.5% | +11.3% | -42.9% | -37.0% |
| 1Y | -39.6% | +23.3% | -62.9% | -48.0% |
| 3Y | +116.8% | +96.8% | +20.1% | +35.9% |
| 5Y | +713.8% | +65.8% | +648.0% | +451.5% |
| 10Y | +882.7% | +140.0% | +742.6% | +392.2% |
| All | +1,544.7% | +7,592.0% | -6,047.3% | +167.4% |
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 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