+11,260.3%
GOOGL vs MOD
+247.9%
+11,012.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -1.1% |
| 7D | -0.4% | -34.2% | +33.7% | +5.7% |
| 30D | -18.7% | -51.9% | +33.2% | -9.4% |
| 3M | -22.0% | -53.0% | +31.1% | -13.2% |
| 6M | -27.2% | -66.4% | +39.2% | -15.7% |
| YTD | -9.5% | -31.5% | +22.0% | -7.9% |
| 1Y | -0.4% | -39.6% | +39.2% | +3.0% |
| 3Y | +121.0% | +116.8% | +4.1% | +74.4% |
| 5Y | +91.6% | +713.8% | -622.2% | +16.5% |
| 10Y | +630.4% | +882.7% | -252.3% | +274.2% |
| All | +11,260.3% | +247.9% | +11,012.4% | +5,860.9% |
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