+27.4%
AAPL vs MOD
-37.3%
+64.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | -0.7% | -25.5% | +24.9% | -0.4% |
| 30D | +1.7% | -49.0% | +50.7% | +2.9% |
| 3M | +9.7% | -49.8% | +59.5% | +10.9% |
| 6M | +19.3% | -64.8% | +84.1% | +22.4% |
| YTD | +26.3% | -27.6% | +53.9% | +23.1% |
| 1Y | +27.4% | -35.2% | +62.6% | +24.2% |
| All | +27.4% | -37.3% | +64.7% | +24.2% |
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