-22.1%
AMAT vs MOD
-65.4%
+43.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -9.1% |
| 7D | -24.3% | -34.2% | +9.9% | -3.6% |
| 30D | -39.8% | -51.9% | +12.1% | -6.3% |
| 3M | -40.2% | -53.0% | +12.9% | -7.3% |
| 6M | -22.1% | -66.4% | +44.2% | +55.2% |
| All | -22.1% | -65.4% | +43.3% | +55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling