+109.3%
INTC vs MOD
+1,005.7%
-896.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.9% | -4.4% | +3.0% |
| 7D | -1.0% | -13.9% | +12.9% | +2.2% |
| 30D | -43.3% | -41.5% | -1.8% | -35.3% |
| 3M | -41.6% | -45.7% | +4.1% | -32.2% |
| 6M | -52.5% | -61.1% | +8.6% | -40.6% |
| YTD | +60.9% | -20.5% | +81.4% | +72.1% |
| 1Y | +55.7% | -32.1% | +87.8% | +71.3% |
| 3Y | +59.2% | +146.5% | -87.3% | +30.7% |
| 5Y | +25.0% | +812.7% | -787.7% | -22.5% |
| 10Y | +109.3% | +966.8% | -857.6% | +25.2% |
| All | +109.3% | +1,005.7% | -896.5% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling