+43.3%
AMAT vs MOD
-37.3%
+80.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +1.4% |
| 7D | -14.7% | -25.5% | +10.8% | -2.9% |
| 30D | -36.1% | -49.0% | +12.9% | -12.6% |
| 3M | -36.9% | -49.8% | +13.0% | -14.0% |
| 6M | -22.2% | -64.8% | +42.6% | +25.2% |
| YTD | +29.9% | -27.6% | +57.6% | +66.8% |
| 1Y | +43.3% | -35.2% | +78.5% | +88.3% |
| All | +43.3% | -37.3% | +80.6% | +88.3% |
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