+121.0%
GOOG vs MOD
+201.5%
-80.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.8% | -4.0% |
| 7D | +3.0% | +40.4% | -37.4% | -1.3% |
| 30D | -14.9% | -14.0% | -0.9% | -13.9% |
| 3M | -14.9% | -33.3% | +18.4% | -11.6% |
| 6M | -26.6% | -51.4% | +24.8% | -21.4% |
| YTD | -6.6% | +1.6% | -8.2% | -10.4% |
| 1Y | +5.1% | +5.4% | -0.3% | 0.0% |
| 3Y | +121.0% | +191.0% | -70.0% | +105.0% |
| All | +121.0% | +201.5% | -80.5% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling