+265.9%
AXTI vs MOD
+298.7%
-32.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +4.1% |
| 7D | -29.4% | -25.5% | -3.8% | -22.5% |
| 30D | -51.3% | -49.0% | -2.3% | -39.5% |
| 3M | -48.3% | -49.8% | +1.5% | -34.9% |
| 6M | -62.9% | -64.8% | +1.9% | -47.9% |
| YTD | +137.8% | -27.6% | +165.4% | +175.3% |
| 1Y | +338.3% | -35.2% | +373.5% | +422.1% |
| 3Y | +1,590.4% | +137.1% | +1,453.3% | +1,271.8% |
| 5Y | +321.7% | +760.3% | -438.6% | +134.4% |
| 10Y | +655.0% | +938.8% | -283.9% | +240.5% |
| All | +265.9% | +298.7% | -32.7% | +38.8% |
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