+117.4%
INTC vs MOD
+822.6%
-705.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | +17.1% | +16.1% | +1.0% | +12.9% |
| 30D | -40.5% | -38.5% | -2.0% | -32.8% |
| 3M | -39.4% | -46.8% | +7.4% | -29.2% |
| 6M | -49.3% | -61.6% | +12.3% | -36.3% |
| YTD | +65.9% | -20.5% | +86.4% | +77.5% |
| 1Y | +61.5% | -28.0% | +89.5% | +75.7% |
| 3Y | +59.6% | +134.9% | -75.3% | +32.1% |
| 5Y | +31.2% | +833.2% | -802.0% | -19.2% |
| All | +117.4% | +822.6% | -705.2% | +29.1% |
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 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