+244.4%
AVGO vs MOD
+129.2%
+115.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -1.6% |
| 7D | -9.9% | -25.5% | +15.6% | +0.1% |
| 30D | -22.0% | -49.0% | +27.0% | +0.9% |
| 3M | -30.0% | -49.8% | +19.8% | -10.1% |
| 6M | -30.7% | -64.8% | +34.0% | +1.1% |
| YTD | -14.7% | -27.6% | +13.0% | -12.8% |
| 1Y | -16.8% | -35.2% | +18.4% | -11.2% |
| 3Y | +244.4% | +137.1% | +107.3% | +90.3% |
| All | +244.4% | +129.2% | +115.2% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling