+1,191.2%
AAPL vs MOD
+1,604.6%
-413.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.0% |
| 7D | +0.1% | +9.6% | -9.5% | -1.1% |
| 30D | +3.0% | 0.0% | +2.9% | +2.8% |
| 3M | +2.9% | -35.4% | +38.3% | +7.7% |
| 6M | +22.1% | -7.3% | +29.4% | +20.8% |
| YTD | +18.0% | +45.8% | -27.8% | +9.4% |
| 1Y | +33.9% | +43.1% | -9.2% | +23.2% |
| 3Y | +71.2% | +297.7% | -226.5% | +28.8% |
| 5Y | +112.6% | +1,478.8% | -1,366.1% | +25.9% |
| All | +1,191.2% | +1,604.6% | -413.3% | +612.5% |
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