+264,716.1%
AMZN vs MOD
+410.4%
+264,305.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.1% | -1.5% |
| 7D | +7.9% | -25.5% | +33.4% | +13.2% |
| 30D | -0.2% | -49.0% | +48.8% | +12.5% |
| 3M | -4.8% | -49.8% | +45.1% | +7.1% |
| 6M | -5.7% | -64.8% | +59.1% | +11.8% |
| YTD | +12.3% | -27.6% | +40.0% | +13.0% |
| 1Y | +6.7% | -35.2% | +41.9% | +9.0% |
| 3Y | +85.6% | +137.1% | -51.6% | +36.0% |
| 5Y | +47.4% | +760.3% | -712.9% | -20.9% |
| 10Y | +586.8% | +938.8% | -352.0% | +190.1% |
| All | +264,716.1% | +410.4% | +264,305.7% | +96,243.6% |
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