+11,368.7%
GOOG vs MOD
+267.8%
+11,100.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.1% |
| 7D | +2.1% | -25.5% | +27.6% | +6.2% |
| 30D | -18.3% | -49.0% | +30.7% | -9.8% |
| 3M | -20.3% | -49.8% | +29.5% | -12.3% |
| 6M | -28.1% | -64.8% | +36.7% | -17.3% |
| YTD | -9.3% | -27.6% | +18.3% | -8.5% |
| 1Y | -0.2% | -35.2% | +35.0% | +2.0% |
| 3Y | +118.0% | +137.1% | -19.1% | +69.6% |
| 5Y | +92.1% | +760.3% | -668.2% | +15.7% |
| 10Y | +652.3% | +938.8% | -286.6% | +282.3% |
| All | +11,368.7% | +267.8% | +11,100.9% | +5,867.8% |
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