+31,416.6%
AVGO vs MOD
+2,153.0%
+29,263.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.0% |
| 7D | -3.0% | +9.6% | -12.5% | -5.5% |
| 30D | -14.4% | 0.0% | -14.5% | -14.7% |
| 3M | -14.4% | -35.4% | +20.9% | -4.3% |
| 6M | +13.1% | -7.3% | +20.4% | +13.2% |
| YTD | +3.8% | +45.8% | -42.0% | -9.8% |
| 1Y | +17.8% | +43.1% | -25.4% | +2.4% |
| 3Y | +325.3% | +297.7% | +27.6% | +176.3% |
| 5Y | +689.9% | +1,478.8% | -788.8% | +252.0% |
| 10Y | +2,597.0% | +1,633.4% | +963.6% | +856.8% |
| All | +31,416.6% | +2,153.0% | +29,263.6% | +9,796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling