+237.0%
EQIX vs MOD
+860.1%
-623.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.2% |
| 7D | -0.8% | +9.6% | -10.4% | -2.4% |
| 30D | -1.4% | 0.0% | -1.5% | -1.6% |
| 3M | -4.4% | -35.4% | +30.9% | +2.2% |
| 6M | +7.9% | -7.3% | +15.2% | +7.0% |
| YTD | +37.3% | +45.8% | -8.5% | +24.2% |
| 1Y | +37.8% | +43.1% | -5.4% | +23.7% |
| 3Y | +42.0% | +297.7% | -255.7% | -1.6% |
| 5Y | +29.6% | +1,478.8% | -1,449.1% | -33.9% |
| 10Y | +238.3% | +1,633.4% | -1,395.1% | +39.5% |
| All | +237.0% | +860.1% | -623.1% | +22.1% |
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