+87.0%
AMZN vs MOD
+201.5%
-114.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -3.8% |
| 7D | +2.8% | +40.4% | -37.6% | -2.2% |
| 30D | +5.0% | -14.0% | +19.0% | +6.3% |
| 3M | +0.6% | -33.3% | +33.9% | +5.3% |
| 6M | -1.3% | -51.4% | +50.1% | +6.9% |
| YTD | +15.5% | +1.6% | +13.9% | +8.6% |
| 1Y | +12.2% | +5.4% | +6.9% | +4.2% |
| 3Y | +87.0% | +191.0% | -104.0% | +37.2% |
| All | +87.0% | +201.5% | -114.5% | +37.2% |
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 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