+14,014.6%
EBAY vs MOD
+776.0%
+13,238.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -3.2% |
| 7D | -2.1% | +9.6% | -11.7% | -4.0% |
| 30D | -6.7% | 0.0% | -6.7% | -7.1% |
| 3M | -5.0% | -35.4% | +30.4% | +2.3% |
| 6M | +14.6% | -7.3% | +21.9% | +12.5% |
| YTD | +19.8% | +45.8% | -26.0% | +5.4% |
| 1Y | +12.6% | +43.1% | -30.6% | -2.2% |
| 3Y | +141.0% | +297.7% | -156.7% | +51.3% |
| 5Y | +47.5% | +1,478.8% | -1,431.2% | -36.4% |
| 10Y | +263.3% | +1,633.4% | -1,370.1% | +24.7% |
| All | +14,014.6% | +776.0% | +13,238.6% | +3,090.8% |
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 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