-16.8%
AVGO vs MOD
-37.3%
+20.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -1.0% |
| 7D | -9.9% | -25.5% | +15.6% | -2.4% |
| 30D | -22.0% | -49.0% | +27.0% | -5.2% |
| 3M | -30.0% | -49.8% | +19.8% | -15.3% |
| 6M | -30.7% | -64.8% | +34.0% | -7.1% |
| YTD | -14.7% | -27.6% | +13.0% | -10.7% |
| 1Y | -16.8% | -35.2% | +18.4% | -8.2% |
| All | -16.8% | -37.3% | +20.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling