+325.4%
AVGO vs MOD
+300.6%
+24.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.5% |
| 7D | -3.0% | +9.6% | -12.5% | -6.6% |
| 30D | -14.4% | 0.0% | -14.5% | -14.9% |
| 3M | -14.4% | -35.4% | +20.9% | +0.6% |
| 6M | +13.1% | -7.3% | +20.4% | +12.2% |
| YTD | +3.8% | +45.8% | -42.0% | -17.7% |
| 1Y | +17.8% | +43.1% | -25.4% | -7.1% |
| All | +325.4% | +300.6% | +24.8% | +111.6% |
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