+121.2%
INTC vs MOD
+915.9%
-794.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +6.6% |
| 7D | +7.3% | +8.2% | -1.0% | +5.4% |
| 30D | -38.3% | -38.2% | -0.2% | -30.5% |
| 3M | -36.0% | -46.2% | +10.2% | -25.5% |
| 6M | -51.7% | -62.5% | +10.8% | -39.1% |
| YTD | +69.4% | -20.1% | +89.5% | +81.0% |
| 1Y | +65.0% | -29.7% | +94.7% | +80.3% |
| 3Y | +63.0% | +136.2% | -73.2% | +34.8% |
| 5Y | +33.4% | +820.4% | -787.0% | -17.7% |
| 10Y | +121.2% | +839.8% | -718.6% | +30.7% |
| All | +121.2% | +915.9% | -794.7% | +30.7% |
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