+501.4%
MTZ vs MOD
+911.6%
-410.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.7% | +3.8% | +7.5% |
| 7D | -6.4% | -25.5% | +19.1% | +3.7% |
| 30D | -22.1% | -49.0% | +26.9% | -1.9% |
| 3M | -32.7% | -49.8% | +17.1% | -15.0% |
| 6M | -59.8% | -64.8% | +5.0% | -43.5% |
| YTD | -19.9% | -27.6% | +7.7% | -13.2% |
| 1Y | -11.5% | -35.2% | +23.7% | -1.3% |
| 3Y | +258.1% | +137.1% | +120.9% | +148.3% |
| 5Y | +85.5% | +760.3% | -674.8% | -20.1% |
| All | +501.4% | +911.6% | -410.2% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling