+2,658.8%
INFY vs MOD
+402.1%
+2,256.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.9% |
| 7D | +0.5% | +8.2% | -7.7% | -1.2% |
| 30D | +13.6% | -38.2% | +51.7% | +22.0% |
| 3M | -2.4% | -46.2% | +43.8% | +6.8% |
| 6M | +2.2% | -62.5% | +64.7% | +16.5% |
| YTD | -29.5% | -20.1% | -9.4% | -32.0% |
| 1Y | -26.1% | -29.7% | +3.6% | -27.5% |
| 3Y | -19.7% | +136.2% | -155.9% | -43.4% |
| 5Y | -39.6% | +820.4% | -860.0% | -69.9% |
| 10Y | +122.0% | +839.8% | -717.8% | -8.5% |
| All | +2,658.8% | +402.1% | +2,256.7% | +749.8% |
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