+33.3%
AMAT vs MOD
-37.4%
+70.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -10.0% |
| 7D | -24.3% | -34.2% | +9.9% | -8.3% |
| 30D | -39.8% | -51.9% | +12.1% | -15.2% |
| 3M | -40.2% | -53.0% | +12.9% | -15.8% |
| 6M | -22.1% | -66.4% | +44.2% | +28.5% |
| YTD | +24.7% | -31.5% | +56.2% | +64.1% |
| 1Y | +33.3% | -39.6% | +72.8% | +80.3% |
| All | +33.3% | -37.4% | +70.6% | +80.3% |
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