-9.4%
MTUM vs MOD
-61.4%
+52.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.6% |
| 7D | +1.5% | +8.2% | -6.7% | -1.1% |
| 30D | -12.1% | -38.2% | +26.1% | +1.8% |
| 3M | -10.0% | -46.2% | +36.2% | +8.5% |
| 6M | -9.4% | -62.5% | +53.2% | +23.3% |
| All | -9.4% | -61.4% | +52.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 6mo: compounded portfolio wealth divided by compounded MOD 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…
6mo analysis · Full analysis span regression · 6 months rolling