+142.7%
AAPL vs MOD
+820.4%
-677.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +1.7% |
| 7D | +1.8% | +8.2% | -6.5% | +0.8% |
| 30D | +4.3% | -38.2% | +42.5% | +9.2% |
| 3M | +16.6% | -46.2% | +62.8% | +23.6% |
| 6M | +21.6% | -62.5% | +84.2% | +33.3% |
| YTD | +31.2% | -20.1% | +51.3% | +28.3% |
| 1Y | +29.6% | -29.7% | +59.2% | +28.2% |
| 3Y | +93.1% | +136.2% | -43.1% | +44.5% |
| All | +142.7% | +820.4% | -677.6% | +24.6% |
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