+117.1%
AMAT vs MOD
+720.4%
-603.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -10.8% |
| 7D | -24.3% | -34.2% | +9.9% | -11.8% |
| 30D | -39.8% | -51.9% | +12.1% | -21.1% |
| 3M | -40.2% | -53.0% | +12.9% | -21.5% |
| 6M | -22.1% | -66.4% | +44.2% | +16.2% |
| YTD | +24.7% | -31.5% | +56.2% | +43.4% |
| 1Y | +33.3% | -39.6% | +72.8% | +58.4% |
| 3Y | +133.9% | +116.8% | +17.0% | +61.5% |
| 5Y | +117.1% | +713.8% | -596.7% | -20.5% |
| All | +117.1% | +720.4% | -603.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling