+265,645.5%
AMZN vs MOD
+382.9%
+265,262.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -0.8% |
| 7D | +6.7% | -34.2% | +40.9% | +14.7% |
| 30D | +1.5% | -51.9% | +53.4% | +15.8% |
| 3M | -4.6% | -53.0% | +48.5% | +8.8% |
| 6M | -4.9% | -66.4% | +61.5% | +13.8% |
| YTD | +12.7% | -31.5% | +44.3% | +14.7% |
| 1Y | +4.0% | -39.6% | +43.6% | +7.7% |
| 3Y | +87.7% | +116.8% | -29.1% | +40.1% |
| 5Y | +47.9% | +713.8% | -665.9% | -19.7% |
| 10Y | +589.3% | +882.7% | -293.4% | +194.4% |
| All | +265,645.5% | +382.9% | +265,262.6% | +97,669.2% |
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 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