+2.8%
AVGO vs MOD
-6.2%
+9.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +27.9% | -32.6% | -11.9% |
| 7D | +18.2% | +40.4% | -22.3% | +6.1% |
| 30D | +0.2% | -14.0% | +14.2% | +3.6% |
| 3M | -16.8% | -33.3% | +16.5% | -7.8% |
| 6M | -16.5% | -51.4% | +35.0% | +1.3% |
| YTD | +0.8% | +1.6% | -0.8% | -6.1% |
| 1Y | +2.8% | +5.4% | -2.6% | -7.2% |
| All | +2.8% | -6.2% | +9.0% | -7.2% |
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