+384.9%
EBAY vs MOD
+1,005.7%
-620.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.9% | -10.7% | -1.8% |
| 7D | 0.0% | -13.9% | +14.0% | +1.1% |
| 30D | +7.8% | -41.5% | +49.4% | +13.4% |
| 3M | +8.4% | -45.7% | +54.1% | +14.4% |
| 6M | +13.0% | -61.1% | +74.1% | +22.8% |
| YTD | +40.2% | -20.5% | +60.7% | +37.8% |
| 1Y | +46.2% | -32.1% | +78.3% | +45.8% |
| 3Y | +218.4% | +146.5% | +71.9% | +151.7% |
| 5Y | +78.6% | +812.7% | -734.1% | +13.5% |
| 10Y | +384.9% | +966.8% | -581.9% | +193.8% |
| All | +384.9% | +1,005.7% | -620.8% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling