+51.1%
EBAY vs MOD
+1,486.5%
-1,435.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.8% |
| 7D | -2.1% | +9.6% | -11.7% | -3.1% |
| 30D | -6.7% | 0.0% | -6.7% | -6.9% |
| 3M | -5.0% | -35.4% | +30.4% | -0.9% |
| 6M | +14.6% | -7.3% | +21.9% | +13.3% |
| YTD | +19.8% | +45.8% | -26.0% | +10.8% |
| 1Y | +12.6% | +43.1% | -30.6% | +3.3% |
| 3Y | +141.0% | +297.7% | -156.7% | +70.3% |
| All | +51.1% | +1,486.5% | -1,435.3% | -28.3% |
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