+2,475.6%
AVGO vs MOD
+920.5%
+1,555.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.7% |
| 7D | 0.0% | -17.8% | +17.8% | +4.8% |
| 30D | -8.2% | -43.2% | +35.1% | +6.5% |
| 3M | -21.3% | -46.0% | +24.8% | -8.1% |
| 6M | -22.5% | -62.2% | +39.7% | -1.3% |
| YTD | -3.6% | -22.8% | +19.2% | -1.1% |
| 1Y | -6.7% | -35.5% | +28.8% | +0.3% |
| 3Y | +258.1% | +128.2% | +129.9% | +179.1% |
| 5Y | +560.9% | +791.6% | -230.7% | +275.7% |
| 10Y | +2,475.6% | +886.3% | +1,589.3% | +1,182.0% |
| All | +2,475.6% | +920.5% | +1,555.1% | +1,182.0% |
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