+13,444.1%
GOOG vs MOD
+651.2%
+12,793.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.4% | -1.7% |
| 7D | -2.1% | +9.6% | -11.7% | -3.6% |
| 30D | -6.8% | 0.0% | -6.9% | -7.1% |
| 3M | -9.1% | -35.4% | +26.3% | -3.6% |
| 6M | +10.7% | -7.3% | +18.0% | +9.7% |
| YTD | +7.1% | +45.8% | -38.7% | -2.3% |
| 1Y | +44.6% | +43.1% | +1.5% | +31.4% |
| 3Y | +147.4% | +297.7% | -150.2% | +78.9% |
| 5Y | +133.8% | +1,478.8% | -1,344.9% | +29.0% |
| 10Y | +777.5% | +1,633.4% | -855.9% | +316.2% |
| All | +13,444.1% | +651.2% | +12,793.0% | +6,252.7% |
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