Modigliani Ratio Calculator
Measure your portfolio's risk-adjusted performance against market benchmarks
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Portfolio A
Portfolio B
Modigliani Ratio Formula
M² = (Sharpe Ratio × Market SD) + Market Return
Measures risk-adjusted performance relative to a market benchmark
Portfolio Performance Analysis
M²
Modigliani Ratio
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SR
Sharpe Ratio
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RP
Risk Premium
RS
Risk Score
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Interpretation
Enter values to calculate your Modigliani Ratio
Portfolio vs Market Performance
Monthly Returns Heatmap
Step-by-Step Calculation
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