+30.0%
MTZ vs MOD
+45.0%
-15.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +0.4% |
| 7D | -1.6% | +9.6% | -11.2% | -5.3% |
| 30D | -11.1% | 0.0% | -11.1% | -11.0% |
| 3M | -36.7% | -35.4% | -1.3% | -26.2% |
| 6M | -21.9% | -7.3% | -14.7% | -20.8% |
| YTD | +9.1% | +45.8% | -36.7% | -6.0% |
| 1Y | +30.0% | +43.1% | -13.2% | +9.4% |
| All | +30.0% | +45.0% | -15.0% | +9.4% |
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