+69.4%
MTZ vs MOD
+720.4%
-651.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.3% | +2.1% | -2.4% |
| 7D | -10.6% | -34.2% | +23.5% | +4.3% |
| 30D | -30.4% | -51.9% | +21.5% | -8.9% |
| 3M | -40.4% | -53.0% | +12.6% | -21.6% |
| 6M | -63.7% | -66.4% | +2.7% | -46.8% |
| YTD | -26.9% | -31.5% | +4.7% | -18.6% |
| 1Y | -20.2% | -39.6% | +19.4% | -7.9% |
| 3Y | +208.1% | +116.8% | +91.3% | +120.7% |
| 5Y | +69.4% | +713.8% | -644.4% | -21.6% |
| All | +69.4% | +720.4% | -651.0% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling