+124.3%
GOOGL vs MOD
+137.0%
-12.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.7% |
| 7D | +1.6% | +8.2% | -6.7% | +0.5% |
| 30D | -16.8% | -38.2% | +21.4% | -12.4% |
| 3M | -14.6% | -46.2% | +31.6% | -8.9% |
| 6M | -24.4% | -62.5% | +38.1% | -16.4% |
| YTD | -6.1% | -20.1% | +14.0% | -7.2% |
| 1Y | +1.0% | -29.7% | +30.7% | +1.2% |
| All | +124.3% | +137.0% | -12.8% | +116.1% |
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