+103.2%
GOOGL vs MOD
+818.0%
-714.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.6% |
| 7D | +1.6% | +8.2% | -6.7% | +0.3% |
| 30D | -16.8% | -38.2% | +21.4% | -11.5% |
| 3M | -14.6% | -46.2% | +31.6% | -7.8% |
| 6M | -24.4% | -62.5% | +38.1% | -14.9% |
| YTD | -6.1% | -20.1% | +14.0% | -7.3% |
| 1Y | +1.0% | -29.7% | +30.7% | +1.3% |
| 3Y | +123.4% | +136.2% | -12.8% | +70.6% |
| 5Y | +103.2% | +820.4% | -717.1% | +9.3% |
| All | +103.2% | +818.0% | -714.8% | +9.3% |
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