+25,618.8%
AVGO vs MOD
+957.8%
+24,661.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -7.3% | -3.2% | -8.4% |
| 7D | -15.5% | -34.2% | +18.7% | -5.7% |
| 30D | -22.4% | -51.9% | +29.5% | -5.7% |
| 3M | -30.2% | -53.0% | +22.9% | -15.1% |
| 6M | -31.6% | -66.4% | +34.8% | -9.7% |
| YTD | -15.3% | -31.5% | +16.2% | -10.2% |
| 1Y | -18.2% | -39.6% | +21.4% | -10.5% |
| 3Y | +241.2% | +116.8% | +124.4% | +162.2% |
| 5Y | +469.8% | +713.8% | -244.0% | +204.2% |
| 10Y | +2,106.2% | +882.7% | +1,223.5% | +808.9% |
| All | +25,618.8% | +957.8% | +24,661.1% | +9,745.8% |
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