+263,909.3%
AMZN vs MOD
+960.6%
+262,948.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.0% |
| 7D | -3.0% | +9.6% | -12.6% | -4.7% |
| 30D | -5.2% | 0.0% | -5.2% | -5.5% |
| 3M | +1.9% | -35.4% | +37.2% | +9.5% |
| 6M | +19.2% | -7.3% | +26.5% | +17.7% |
| YTD | +12.0% | +45.8% | -33.8% | -0.3% |
| 1Y | +9.7% | +43.1% | -33.5% | -3.1% |
| 3Y | +87.2% | +297.7% | -210.5% | +25.5% |
| 5Y | +48.7% | +1,478.8% | -1,430.1% | -28.4% |
| 10Y | +569.3% | +1,633.4% | -1,064.1% | +160.9% |
| All | +263,909.3% | +960.6% | +262,948.7% | +84,131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling