+1,162.1%
AMAT vs MOD
+911.6%
+250.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +2.4% |
| 7D | -14.7% | -25.5% | +10.8% | -7.0% |
| 30D | -36.1% | -49.0% | +12.9% | -21.6% |
| 3M | -36.9% | -49.8% | +13.0% | -22.6% |
| 6M | -22.2% | -64.8% | +42.6% | +6.7% |
| YTD | +29.9% | -27.6% | +57.6% | +43.2% |
| 1Y | +43.3% | -35.2% | +78.5% | +61.7% |
| 3Y | +142.7% | +137.1% | +5.5% | +80.5% |
| 5Y | +126.2% | +760.3% | -634.1% | +14.0% |
| All | +1,162.1% | +911.6% | +250.5% | +546.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling