+169.4%
AMAT vs MOD
+133.8%
+35.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -21.4% | +18.2% | +5.3% |
| 7D | -11.2% | -31.3% | +20.1% | +2.1% |
| 30D | -31.9% | -46.1% | +14.2% | -13.8% |
| 3M | -32.3% | -51.1% | +18.8% | -11.7% |
| 6M | -5.4% | -62.1% | +56.7% | +37.0% |
| YTD | +44.3% | -26.2% | +70.4% | +63.5% |
| 1Y | +61.4% | -32.6% | +93.9% | +86.8% |
| All | +169.4% | +133.8% | +35.6% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling