+2,524.3%
INFY vs MOD
+841.2%
+1,683.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -4.0% |
| 7D | -2.9% | +9.6% | -12.5% | -4.6% |
| 30D | -6.2% | 0.0% | -6.3% | -6.5% |
| 3M | -4.9% | -35.4% | +30.5% | +1.1% |
| 6M | -16.6% | -7.3% | -9.3% | -18.7% |
| YTD | -32.9% | +45.8% | -78.7% | -40.9% |
| 1Y | -26.9% | +43.1% | -70.0% | -36.1% |
| 3Y | -26.6% | +297.7% | -324.3% | -52.2% |
| 5Y | -44.1% | +1,478.8% | -1,522.8% | -74.3% |
| 10Y | +90.0% | +1,633.4% | -1,543.4% | -29.1% |
| All | +2,524.3% | +841.2% | +1,683.1% | +634.1% |
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