+120.7%
GOOGL vs MOD
+129.2%
-8.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.1% |
| 7D | +1.8% | -25.5% | +27.3% | +4.9% |
| 30D | -18.8% | -49.0% | +30.3% | -12.4% |
| 3M | -20.3% | -49.8% | +29.5% | -14.3% |
| 6M | -28.4% | -64.8% | +36.4% | -20.2% |
| YTD | -8.8% | -27.6% | +18.8% | -8.8% |
| 1Y | +0.3% | -35.2% | +35.5% | +1.4% |
| 3Y | +120.7% | +137.1% | -16.4% | +109.6% |
| All | +120.7% | +129.2% | -8.5% | +109.6% |
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