+16,546.5%
EBAY vs MOD
+322.8%
+16,223.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -2.3% |
| 7D | +0.3% | -25.5% | +25.8% | +5.4% |
| 30D | +13.3% | -49.0% | +62.3% | +28.2% |
| 3M | +11.1% | -49.8% | +60.9% | +25.0% |
| 6M | +13.4% | -64.8% | +78.2% | +34.7% |
| YTD | +41.3% | -27.6% | +68.9% | +40.7% |
| 1Y | +52.8% | -35.2% | +88.0% | +54.2% |
| 3Y | +217.6% | +137.1% | +80.4% | +117.4% |
| 5Y | +76.2% | +760.3% | -684.1% | -15.5% |
| 10Y | +394.8% | +938.8% | -544.0% | +83.7% |
| All | +16,546.5% | +322.8% | +16,223.7% | +4,206.5% |
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