+122,851.5%
AAPL vs MOD
+3,565.2%
+119,286.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.3% |
| 7D | +0.1% | +9.6% | -9.5% | -1.6% |
| 30D | +3.0% | 0.0% | +2.9% | +2.7% |
| 3M | +2.9% | -35.4% | +38.3% | +9.5% |
| 6M | +22.1% | -7.3% | +29.4% | +20.4% |
| YTD | +18.0% | +45.8% | -27.8% | +6.3% |
| 1Y | +33.9% | +43.1% | -9.2% | +19.4% |
| 3Y | +71.2% | +297.7% | -226.5% | +17.0% |
| 5Y | +112.6% | +1,478.8% | -1,366.1% | +6.6% |
| 10Y | +1,198.8% | +1,633.4% | -434.6% | +446.0% |
| All | +122,851.5% | +3,565.2% | +119,286.3% | +33,028.6% |
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 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