+95.3%
AAPL vs MOD
+201.5%
-106.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.5% | -1.4% |
| 7D | +4.1% | +40.4% | -36.3% | +1.6% |
| 30D | +4.0% | -14.0% | +18.0% | +4.6% |
| 3M | +16.8% | -33.3% | +50.1% | +19.6% |
| 6M | +19.4% | -51.4% | +70.8% | +24.9% |
| YTD | +31.5% | +1.6% | +29.9% | +26.4% |
| 1Y | +31.0% | +5.4% | +25.6% | +24.9% |
| 3Y | +95.3% | +191.0% | -95.7% | +60.6% |
| All | +95.3% | +201.5% | -106.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling