+228.1%
EBAY vs MOD
+201.5%
+26.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.2% | -0.4% |
| 7D | -0.9% | +40.4% | -41.3% | -2.3% |
| 30D | +3.5% | -14.0% | +17.5% | +4.0% |
| 3M | +16.0% | -33.3% | +49.3% | +17.9% |
| 6M | +7.6% | -51.4% | +59.0% | +11.1% |
| YTD | +40.1% | +1.6% | +38.5% | +35.8% |
| 1Y | +45.0% | +5.4% | +39.7% | +39.5% |
| 3Y | +228.1% | +191.0% | +37.1% | +165.8% |
| All | +228.1% | +201.5% | +26.7% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling