+2,679.0%
INFY vs MOD
+399.7%
+2,279.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.9% | -10.8% | -2.6% |
| 7D | -1.1% | -13.9% | +12.8% | +0.6% |
| 30D | +15.5% | -41.5% | +57.0% | +25.3% |
| 3M | -1.1% | -45.7% | +44.6% | +8.1% |
| 6M | -1.3% | -61.1% | +59.8% | +11.7% |
| YTD | -29.0% | -20.5% | -8.5% | -31.4% |
| 1Y | -23.3% | -32.1% | +8.8% | -24.2% |
| 3Y | -17.8% | +146.5% | -164.3% | -42.6% |
| 5Y | -39.4% | +812.7% | -852.2% | -69.7% |
| 10Y | +123.2% | +966.8% | -843.6% | -10.9% |
| All | +2,679.0% | +399.7% | +2,279.3% | +757.2% |
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