+91.9%
GOOG vs MOD
+748.9%
-657.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | +2.1% | -25.5% | +27.6% | +5.8% |
| 30D | -18.3% | -49.0% | +30.7% | -10.6% |
| 3M | -20.3% | -49.8% | +29.5% | -13.1% |
| 6M | -28.1% | -64.8% | +36.7% | -18.3% |
| YTD | -9.3% | -27.6% | +18.3% | -9.2% |
| 1Y | -0.2% | -35.2% | +35.0% | +1.2% |
| 3Y | +118.0% | +137.1% | -19.1% | +65.3% |
| All | +91.9% | +748.9% | -657.0% | +3.5% |
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 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