+317.2%
AXTI vs MOD
+748.9%
-431.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +2.9% |
| 7D | -29.4% | -25.5% | -3.8% | -17.9% |
| 30D | -51.3% | -49.0% | -2.3% | -30.7% |
| 3M | -48.3% | -49.8% | +1.5% | -24.9% |
| 6M | -62.9% | -64.8% | +1.9% | -36.5% |
| YTD | +137.8% | -27.6% | +165.4% | +209.1% |
| 1Y | +338.3% | -35.2% | +373.5% | +492.5% |
| 3Y | +1,590.4% | +137.1% | +1,453.3% | +1,199.1% |
| All | +317.2% | +748.9% | -431.8% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling