-14.3%
MTZ vs MOD
-33.0%
+18.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -21.4% | +6.0% | -6.4% |
| 7D | -7.4% | -31.3% | +23.9% | +7.7% |
| 30D | -23.6% | -46.1% | +22.5% | -2.2% |
| 3M | -38.3% | -51.1% | +12.8% | -18.2% |
| 6M | -60.6% | -62.1% | +1.5% | -43.5% |
| YTD | -22.9% | -26.2% | +3.3% | -9.9% |
| 1Y | -14.3% | -32.6% | +18.3% | +2.4% |
| All | -14.3% | -33.0% | +18.7% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling