+80.5%
EBAY vs MOD
+748.9%
-668.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.7% |
| 7D | +0.3% | -25.5% | +25.8% | +2.7% |
| 30D | +13.3% | -49.0% | +62.3% | +20.4% |
| 3M | +11.1% | -49.8% | +60.9% | +17.7% |
| 6M | +13.4% | -64.8% | +78.2% | +23.9% |
| YTD | +41.3% | -27.6% | +68.9% | +38.9% |
| 1Y | +52.8% | -35.2% | +88.0% | +51.5% |
| 3Y | +217.6% | +137.1% | +80.4% | +129.1% |
| All | +80.5% | +748.9% | -668.4% | -10.7% |
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