+591.6%
AMZN vs MOD
+1,005.7%
-414.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -6.9% | +1.7% |
| 7D | +8.7% | -13.9% | +22.6% | +10.0% |
| 30D | +1.7% | -41.5% | +43.2% | +7.9% |
| 3M | -2.8% | -45.7% | +43.0% | +3.8% |
| 6M | -2.1% | -61.1% | +59.0% | +7.8% |
| YTD | +15.6% | -20.5% | +36.1% | +14.7% |
| 1Y | +9.2% | -32.1% | +41.3% | +10.2% |
| 3Y | +89.9% | +146.5% | -56.6% | +57.8% |
| 5Y | +49.3% | +812.7% | -763.4% | +5.6% |
| 10Y | +591.6% | +966.8% | -375.2% | +374.4% |
| All | +591.6% | +1,005.7% | -414.1% | +374.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling