+13,507.3%
GOOGL vs MOD
+651.2%
+12,856.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.8% |
| 7D | -2.3% | +9.6% | -11.9% | -3.7% |
| 30D | -6.6% | 0.0% | -6.6% | -6.8% |
| 3M | -8.9% | -35.4% | +26.4% | -3.4% |
| 6M | +11.9% | -7.3% | +19.1% | +10.8% |
| YTD | +8.3% | +45.8% | -37.5% | -1.1% |
| 1Y | +46.2% | +43.1% | +3.1% | +32.8% |
| 3Y | +151.9% | +297.7% | -145.8% | +82.1% |
| 5Y | +137.7% | +1,478.8% | -1,341.0% | +31.1% |
| 10Y | +757.6% | +1,633.4% | -875.8% | +306.5% |
| All | +13,507.3% | +651.2% | +12,856.1% | +6,278.0% |
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