+133,818.3%
AAPL vs MOD
+1,754.9%
+132,063.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | +5.0% | -17.8% | +22.8% | +7.7% |
| 30D | +3.5% | -43.2% | +46.8% | +12.9% |
| 3M | +13.1% | -46.0% | +59.1% | +23.6% |
| 6M | +19.0% | -62.2% | +81.3% | +36.2% |
| YTD | +28.5% | -22.8% | +51.3% | +27.3% |
| 1Y | +29.7% | -35.5% | +65.2% | +31.7% |
| 3Y | +89.2% | +128.2% | -39.0% | +40.9% |
| 5Y | +141.2% | +791.6% | -650.4% | +31.8% |
| 10Y | +1,306.6% | +886.3% | +420.3% | +543.2% |
| All | +133,818.3% | +1,754.9% | +132,063.4% | +39,867.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling