+2,300.3%
AVGO vs MOD
+1,005.7%
+1,294.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.9% | -1.1% | +6.0% |
| 7D | -0.9% | -13.9% | +13.1% | +2.6% |
| 30D | -11.6% | -41.5% | +29.9% | +1.6% |
| 3M | -25.2% | -45.7% | +20.6% | -12.8% |
| 6M | -25.4% | -61.1% | +35.7% | -5.8% |
| YTD | -7.2% | -20.5% | +13.3% | -5.5% |
| 1Y | -7.9% | -32.1% | +24.2% | -2.3% |
| 3Y | +262.1% | +146.5% | +115.7% | +177.7% |
| 5Y | +525.7% | +812.7% | -287.0% | +254.4% |
| 10Y | +2,300.3% | +966.8% | +1,333.5% | +1,157.9% |
| All | +2,300.3% | +1,005.7% | +1,294.6% | +1,157.9% |
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