+188.9%
AMAT vs MOD
+45.0%
+144.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +2.2% |
| 7D | -1.5% | +9.6% | -11.1% | -5.9% |
| 30D | -14.8% | 0.0% | -14.8% | -15.1% |
| 3M | -9.3% | -35.4% | +26.1% | +10.0% |
| 6M | +27.4% | -7.3% | +34.7% | +35.3% |
| YTD | +77.6% | +45.8% | +31.8% | +64.0% |
| 1Y | +188.9% | +43.1% | +145.8% | +172.7% |
| All | +188.9% | +45.0% | +144.0% | +172.7% |
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